Over 2022 to 2025 (4 years of data), ACNUSUSD has tended to move long between 11.07 and 26.07, closing higher in 100.0% of those years for an average +6.06% move and an annualized Sharpe of 6.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 26.07 | Long | 100.0% | +6.06% | 6.72 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +5.87% | 6.27 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +5.42% | 6.79 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +5.27% | 7.54 | 4 |
| 11.07 → 24.07 | Long | 100.0% | +5.25% | 6.47 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +5.21% | 7.20 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +5.07% | 7.91 | 4 |
| 12.07 → 24.07 | Long | 100.0% | +5.04% | 6.71 | 4 |