Over 2016 to 2025 (10 years of data), AEPUSUSD has tended to move long between 09.07 and 16.07, closing higher in 88.9% of those years for an average +2.12% move and an annualized Sharpe of 9.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 16.07 | Long | 88.9% | +2.12% | 9.37 | 9 |
| 09.07 → 15.07 | Long | 88.9% | +2.05% | 10.48 | 9 |
| 13.07 → 19.07 | Long | 88.9% | +1.13% | 5.66 | 9 |
| 09.07 → 01.08 | Long | 77.8% | +4.47% | 3.47 | 9 |
| 10.07 → 01.08 | Long | 77.8% | +3.92% | 3.20 | 9 |
| 09.07 → 30.07 | Long | 77.8% | +3.90% | 3.78 | 9 |
| 09.07 → 11.08 | Long | 77.8% | +3.86% | 2.70 | 9 |
| 09.07 → 14.08 | Long | 77.8% | +3.84% | 2.29 | 9 |