Over 2017 to 2025 (9 years of data), TEVAUSUSD has tended to move short between 24.08 and 26.09, closing higher in 87.5% of those years for an average +6.48% move and an annualized Sharpe of 2.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 26.09 | Short | 87.5% | +6.48% | 2.66 | 8 |
| 25.08 → 26.09 | Short | 87.5% | +5.93% | 2.56 | 8 |
| 24.08 → 25.09 | Short | 87.5% | +5.23% | 2.11 | 8 |
| 25.08 → 25.09 | Short | 87.5% | +4.65% | 1.95 | 8 |
| 25.08 → 06.09 | Short | 87.5% | +3.15% | 3.70 | 8 |
| 25.08 → 05.09 | Short | 87.5% | +2.66% | 3.88 | 8 |
| 26.08 → 06.09 | Short | 87.5% | +2.11% | 2.52 | 8 |
| 22.08 → 26.09 | Short | 75.0% | +7.34% | 2.73 | 8 |