Over 2021 to 2025 (5 years of data), YFIUSD has tended to move long between 09.07 and 28.07, closing higher in 100.0% of those years for an average +18.14% move and an annualized Sharpe of 2.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 100.0% | +18.14% | 2.66 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +11.91% | 3.05 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +9.27% | 3.43 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +8.60% | 3.17 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +7.57% | 15.09 | 4 |
| 11.07 → 15.07 | Long | 100.0% | +6.93% | 13.07 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +6.12% | 14.88 | 4 |
| 11.07 → 16.07 | Long | 100.0% | +5.50% | 12.71 | 4 |