Over 2022 to 2025 (4 years of data), ACGLUSUSD has tended to move long between 25.07 and 19.09, closing higher in 100.0% of those years for an average +6.46% move and an annualized Sharpe of 2.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 19.09 | Long | 100.0% | +6.46% | 2.54 | 4 |
| 25.07 → 20.09 | Long | 100.0% | +6.25% | 2.20 | 4 |
| 25.07 → 22.09 | Long | 100.0% | +4.75% | 1.49 | 4 |
| 27.07 → 31.07 | Short | 100.0% | +3.42% | 12.08 | 4 |
| 27.07 → 04.08 | Short | 100.0% | +2.81% | 5.27 | 4 |
| 27.07 → 03.08 | Short | 100.0% | +2.69% | 5.98 | 4 |
| 23.07 → 31.07 | Short | 100.0% | +2.54% | 10.59 | 4 |
| 24.07 → 31.07 | Short | 100.0% | +2.42% | 10.98 | 4 |