Over 2022 to 2025 (4 years of data), TECHUSUSD has tended to move long between 21.08 and 25.08, closing higher in 100.0% of those years for an average +3.95% move and an annualized Sharpe of 14.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.08 | Long | 100.0% | +3.95% | 14.96 | 4 |
| 22.08 → 29.08 | Long | 100.0% | +3.53% | 7.60 | 4 |
| 22.08 → 30.08 | Long | 100.0% | +3.32% | 6.66 | 4 |
| 26.08 → 06.09 | Short | 100.0% | +2.94% | 8.96 | 4 |
| 21.08 → 24.08 | Long | 100.0% | +2.59% | 17.11 | 4 |
| 25.08 → 06.09 | Short | 100.0% | +2.43% | 5.98 | 4 |
| 24.08 → 06.09 | Short | 100.0% | +2.35% | 6.44 | 4 |
| 21.08 → 29.08 | Long | 100.0% | +2.24% | 7.21 | 4 |