Over 2022 to 2025 (4 years of data), ACNUSUSD has tended to move long between 17.07 and 25.07, closing higher in 100.0% of those years for an average +2.81% move and an annualized Sharpe of 9.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 25.07 | Long | 100.0% | +2.81% | 9.00 | 4 |
| 17.07 → 21.07 | Long | 100.0% | +2.49% | 10.89 | 4 |
| 18.07 → 25.07 | Long | 100.0% | +1.77% | 4.80 | 4 |
| 21.07 → 25.07 | Long | 100.0% | +1.40% | 9.80 | 4 |
| 20.07 → 25.07 | Long | 100.0% | +1.26% | 7.29 | 4 |
| 22.07 → 25.07 | Long | 100.0% | +0.56% | 12.96 | 4 |
| 23.07 → 21.09 | Short | 75.0% | +4.64% | 1.60 | 4 |
| 17.07 → 29.07 | Long | 75.0% | +3.58% | 3.75 | 4 |