Over 2017 to 2025 (9 years of data), ADPUSUSD has tended to move long between 10.07 and 28.07, closing higher in 75.0% of those years for an average +3.78% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 75.0% | +3.78% | 3.78 | 8 |
| 10.07 → 27.07 | Long | 75.0% | +3.58% | 3.78 | 8 |
| 10.07 → 26.07 | Long | 75.0% | +3.33% | 3.98 | 8 |
| 10.07 → 25.07 | Long | 75.0% | +2.65% | 3.20 | 8 |
| 08.07 → 22.07 | Long | 75.0% | +2.20% | 4.22 | 8 |
| 09.07 → 22.07 | Long | 75.0% | +2.06% | 4.14 | 8 |
| 09.07 → 23.07 | Long | 75.0% | +2.01% | 3.50 | 8 |
| 12.07 → 22.07 | Long | 75.0% | +1.85% | 4.89 | 8 |