Over 2018 to 2025 (8 years of data), ABCUSUSD has tended to move long between 13.07 and 01.08, closing higher in 62.5% of those years for an average +0.78% move and an annualized Sharpe of 0.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 01.08 | Long | 62.5% | +0.78% | 0.69 | 8 |
| 12.07 → 01.08 | Long | 62.5% | +0.62% | 0.66 | 8 |
| 08.07 → 01.08 | Long | 62.5% | +0.47% | 0.40 | 8 |
| 07.07 → 01.08 | Long | 62.5% | +0.28% | 0.23 | 8 |
| 09.07 → 01.08 | Long | 62.5% | +0.27% | 0.23 | 8 |
| 12.07 → 15.08 | Long | 50.0% | +1.88% | 1.46 | 8 |
| 08.07 → 15.08 | Long | 50.0% | +1.68% | 1.46 | 8 |
| 12.07 → 18.08 | Long | 50.0% | +1.58% | 1.18 | 8 |