Over 2017 to 2025 (9 years of data), AALUSUSD has tended to move short between 13.07 and 01.08, closing higher in 87.5% of those years for an average +6.37% move and an annualized Sharpe of 5.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 01.08 | Short | 87.5% | +6.37% | 5.23 | 8 |
| 09.07 → 01.08 | Short | 87.5% | +6.02% | 5.93 | 8 |
| 09.07 → 02.08 | Short | 87.5% | +5.97% | 4.27 | 8 |
| 09.07 → 03.08 | Short | 87.5% | +5.95% | 3.71 | 8 |
| 08.07 → 01.08 | Short | 87.5% | +5.27% | 4.80 | 8 |
| 09.07 → 31.07 | Short | 87.5% | +4.66% | 4.72 | 8 |
| 13.07 → 29.07 | Short | 87.5% | +4.00% | 4.48 | 8 |
| 12.07 → 29.07 | Short | 87.5% | +3.76% | 3.22 | 8 |