Over 2022 to 2025 (4 years of data), TECHUSUSD has tended to move short between 16.08 and 12.09, closing higher in 100.0% of those years for an average +6.16% move and an annualized Sharpe of 4.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 12.09 | Short | 100.0% | +6.16% | 4.73 | 4 |
| 16.08 → 11.09 | Short | 100.0% | +5.34% | 3.60 | 4 |
| 16.08 → 04.09 | Short | 100.0% | +5.10% | 7.01 | 4 |
| 17.08 → 10.09 | Short | 100.0% | +5.00% | 6.17 | 4 |
| 17.08 → 12.09 | Short | 100.0% | +4.93% | 6.78 | 4 |
| 16.08 → 03.09 | Short | 100.0% | +4.66% | 5.91 | 4 |
| 17.08 → 11.09 | Short | 100.0% | +4.11% | 4.49 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +3.95% | 14.96 | 4 |