Over 2022 to 2025 (4 years of data), AFGUSUSD has tended to move short between 17.07 and 04.08, closing higher in 100.0% of those years for an average +2.97% move and an annualized Sharpe of 10.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 04.08 | Short | 100.0% | +2.97% | 10.52 | 3 |
| 16.07 → 21.08 | Long | 100.0% | +2.91% | 4.34 | 3 |
| 13.07 → 25.08 | Long | 100.0% | +2.88% | 3.45 | 4 |
| 16.07 → 25.08 | Long | 100.0% | +2.85% | 3.80 | 4 |
| 14.07 → 04.08 | Short | 100.0% | +2.83% | 8.97 | 3 |
| 16.07 → 19.08 | Long | 100.0% | +2.69% | 4.29 | 3 |
| 13.07 → 18.07 | Long | 100.0% | +2.63% | 13.72 | 3 |
| 12.07 → 04.08 | Short | 100.0% | +2.62% | 5.08 | 3 |