Over 2022 to 2025 (4 years of data), SABRUSUSD has tended to move long between 13.07 and 27.07, closing higher in 100.0% of those years for an average +7.26% move and an annualized Sharpe of 8.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 27.07 | Long | 100.0% | +7.26% | 8.73 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +5.63% | 4.11 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +5.04% | 26.05 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +4.16% | 16.13 | 4 |
| 08.07 → 04.08 | Long | 75.0% | +14.91% | 2.83 | 4 |
| 08.07 → 03.08 | Long | 75.0% | +14.72% | 2.83 | 4 |
| 08.07 → 02.08 | Long | 75.0% | +14.62% | 2.67 | 4 |
| 07.07 → 04.08 | Long | 75.0% | +14.45% | 2.65 | 4 |