Over 2022 to 2025 (4 years of data), AFGUSUSD has tended to move long between 08.07 and 26.07, closing higher in 100.0% of those years for an average +3.36% move and an annualized Sharpe of 5.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 100.0% | +3.36% | 5.09 | 3 |
| 12.07 → 24.08 | Long | 100.0% | +3.30% | 3.44 | 4 |
| 12.07 → 18.07 | Long | 100.0% | +3.27% | 11.59 | 3 |
| 12.07 → 17.07 | Long | 100.0% | +3.25% | 11.17 | 3 |
| 11.07 → 18.07 | Long | 100.0% | +2.71% | 6.30 | 3 |
| 08.07 → 22.07 | Long | 100.0% | +2.51% | 7.87 | 3 |
| 08.07 → 25.07 | Long | 100.0% | +2.50% | 6.86 | 3 |
| 10.07 → 22.07 | Long | 100.0% | +2.50% | 9.45 | 3 |