Over 2018 to 2025 (8 years of data), ABCUSUSD has tended to move short between 24.07 and 06.08, closing higher in 100.0% of those years for an average +2.04% move and an annualized Sharpe of 12.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 06.08 | Short | 100.0% | +2.04% | 12.29 | 6 |
| 26.07 → 06.08 | Short | 100.0% | +1.77% | 15.68 | 6 |
| 25.07 → 06.08 | Short | 100.0% | +1.70% | 11.84 | 6 |
| 28.07 → 06.08 | Short | 100.0% | +1.36% | 10.33 | 6 |
| 27.07 → 14.08 | Long | 100.0% | +1.31% | 4.01 | 6 |
| 27.07 → 12.08 | Long | 100.0% | +1.17% | 3.93 | 6 |
| 26.07 → 07.08 | Short | 100.0% | +1.12% | 7.16 | 6 |
| 25.07 → 07.08 | Short | 100.0% | +1.05% | 10.12 | 6 |