Over 2017 to 2025 (9 years of data), ADPUSUSD has tended to move long between 14.07 and 28.08, closing higher in 100.0% of those years for an average +6.61% move and an annualized Sharpe of 2.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 28.08 | Long | 100.0% | +6.61% | 2.70 | 6 |
| 14.07 → 02.09 | Long | 100.0% | +6.36% | 3.15 | 6 |
| 14.07 → 27.07 | Long | 100.0% | +4.82% | 5.45 | 6 |
| 14.07 → 26.07 | Long | 100.0% | +3.99% | 6.00 | 6 |
| 14.07 → 25.07 | Long | 100.0% | +2.85% | 8.19 | 6 |
| 14.07 → 23.07 | Long | 100.0% | +2.82% | 8.66 | 6 |
| 11.07 → 22.07 | Long | 100.0% | +2.19% | 5.84 | 6 |
| 15.07 → 23.07 | Long | 100.0% | +1.88% | 7.87 | 6 |