Over 2022 to 2025 (4 years of data), ACMUSUSD has tended to move long between 10.07 and 27.08, closing higher in 100.0% of those years for an average +13.13% move and an annualized Sharpe of 4.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 27.08 | Long | 100.0% | +13.13% | 4.23 | 4 |
| 09.07 → 27.08 | Long | 100.0% | +12.69% | 4.62 | 4 |
| 12.07 → 27.08 | Long | 100.0% | +12.42% | 4.52 | 4 |
| 11.07 → 27.08 | Long | 100.0% | +12.28% | 4.29 | 4 |
| 08.07 → 27.08 | Long | 100.0% | +12.24% | 4.69 | 4 |
| 13.07 → 27.08 | Long | 100.0% | +12.19% | 4.49 | 4 |
| 10.07 → 26.08 | Long | 100.0% | +12.16% | 4.14 | 4 |
| 10.07 → 28.08 | Long | 100.0% | +12.16% | 4.24 | 4 |