Over 2020 to 2025 (6 years of data), AABVUSUSD has tended to move long between 07.07 and 15.07, closing higher in 100.0% of those years for an average +1.02% move and an annualized Sharpe of 10.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 100.0% | +1.02% | 10.84 | 5 |
| 07.07 → 10.07 | Long | 100.0% | +0.97% | 11.33 | 5 |
| 08.07 → 15.07 | Long | 100.0% | +0.63% | 11.75 | 5 |
| 09.07 → 15.07 | Long | 100.0% | +0.50% | 14.09 | 5 |
| 07.07 → 19.08 | Long | 80.0% | +7.20% | 2.46 | 5 |
| 07.07 → 20.08 | Long | 80.0% | +7.17% | 2.44 | 5 |
| 07.07 → 21.08 | Long | 80.0% | +6.91% | 2.25 | 5 |
| 08.07 → 19.08 | Long | 80.0% | +6.81% | 2.31 | 5 |