Over 2018 to 2025 (8 years of data), ABCUSUSD has tended to move long between 25.08 and 22.10, closing higher in 100.0% of those years for an average +13.13% move and an annualized Sharpe of 1.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 22.10 | Long | 100.0% | +13.13% | 1.30 | 7 |
| 25.08 → 23.10 | Long | 100.0% | +12.92% | 1.28 | 7 |
| 26.08 → 22.10 | Long | 100.0% | +12.87% | 1.28 | 7 |
| 26.08 → 23.10 | Long | 100.0% | +12.65% | 1.26 | 7 |
| 27.08 → 21.10 | Long | 100.0% | +12.64% | 1.29 | 7 |
| 24.08 → 23.10 | Long | 100.0% | +12.60% | 1.24 | 7 |
| 27.08 → 26.10 | Long | 85.7% | +13.23% | 1.22 | 7 |
| 27.08 → 22.10 | Long | 85.7% | +13.15% | 1.32 | 7 |