Over 2018 to 2025 (8 years of data), ADIUSUSD has tended to move long between 07.07 and 12.07, closing higher in 100.0% of those years for an average +2.86% move and an annualized Sharpe of 13.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 100.0% | +2.86% | 13.43 | 8 |
| 07.07 → 11.07 | Long | 100.0% | +2.33% | 14.32 | 8 |
| 13.07 → 18.08 | Short | 87.5% | +2.69% | 1.29 | 8 |
| 13.07 → 16.08 | Short | 87.5% | +2.68% | 1.25 | 8 |
| 13.07 → 17.08 | Short | 87.5% | +2.66% | 1.21 | 8 |
| 12.07 → 16.08 | Short | 87.5% | +2.51% | 1.04 | 8 |
| 12.07 → 17.08 | Short | 87.5% | +2.48% | 1.01 | 8 |
| 11.07 → 16.08 | Short | 87.5% | +2.12% | 0.99 | 8 |