Over 2022 to 2025 (4 years of data), ACGLUSUSD has tended to move long between 13.07 and 10.09, closing higher in 100.0% of those years for an average +7.69% move and an annualized Sharpe of 3.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Long | 100.0% | +7.69% | 3.97 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +7.61% | 4.41 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +7.34% | 4.36 | 4 |
| 13.07 → 02.09 | Long | 100.0% | +7.18% | 3.07 | 4 |
| 13.07 → 03.09 | Long | 100.0% | +6.99% | 2.93 | 4 |
| 13.07 → 31.08 | Long | 100.0% | +6.94% | 2.98 | 4 |
| 12.07 → 02.09 | Long | 100.0% | +6.84% | 3.16 | 4 |
| 13.07 → 29.08 | Long | 100.0% | +6.83% | 3.08 | 4 |