Over 2022 to 2025 (4 years of data), SABRUSUSD has tended to move short between 14.08 and 09.09, closing higher in 100.0% of those years for an average +10.35% move and an annualized Sharpe of 6.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 09.09 | Short | 100.0% | +10.35% | 6.41 | 4 |
| 14.08 → 08.09 | Short | 100.0% | +9.79% | 5.89 | 4 |
| 15.08 → 09.09 | Short | 100.0% | +8.69% | 5.76 | 4 |
| 12.08 → 09.09 | Short | 100.0% | +8.64% | 5.73 | 4 |
| 12.08 → 08.09 | Short | 100.0% | +8.12% | 5.74 | 4 |
| 14.08 → 06.09 | Short | 100.0% | +8.12% | 5.87 | 4 |
| 15.08 → 08.09 | Short | 100.0% | +8.12% | 5.18 | 4 |
| 15.08 → 10.09 | Short | 100.0% | +8.12% | 5.59 | 4 |