Over 2017 to 2025 (9 years of data), TSLAUSUSD has tended to move short between 22.07 and 27.07, closing higher in 88.9% of those years for an average +2.37% move and an annualized Sharpe of 6.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 27.07 | Short | 88.9% | +2.37% | 6.95 | 9 |
| 23.07 → 02.09 | Short | 77.8% | +16.90% | 1.70 | 9 |
| 21.07 → 02.09 | Short | 77.8% | +16.89% | 1.71 | 9 |
| 24.07 → 02.09 | Short | 77.8% | +15.42% | 1.62 | 9 |
| 25.07 → 06.09 | Short | 77.8% | +14.28% | 1.39 | 9 |
| 25.07 → 08.09 | Short | 77.8% | +13.93% | 1.26 | 9 |
| 25.07 → 23.08 | Long | 77.8% | +6.83% | 1.68 | 9 |
| 25.07 → 13.08 | Long | 77.8% | +6.55% | 3.02 | 9 |