Over 2022 to 2025 (4 years of data), ABMDUSUSD has tended to move long between 13.07 and 02.08, closing higher in 25.0% of those years for an average +6.18% move and an annualized Sharpe of 2.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 02.08 | Long | 25.0% | +6.18% | 2.47 | 4 |
| 12.07 → 02.08 | Long | 25.0% | +5.99% | 2.41 | 4 |
| 13.07 → 01.08 | Long | 25.0% | +5.39% | 2.53 | 4 |
| 13.07 → 14.08 | Long | 25.0% | +5.39% | 1.95 | 4 |
| 13.07 → 11.08 | Long | 25.0% | +5.37% | 2.05 | 4 |
| 13.07 → 12.08 | Long | 25.0% | +5.37% | 2.01 | 4 |
| 13.07 → 13.08 | Long | 25.0% | +5.37% | 1.98 | 4 |
| 13.07 → 09.08 | Long | 25.0% | +5.31% | 2.12 | 4 |