Over 2022 to 2025 (4 years of data), AGNCUSUSD has tended to move long between 09.07 and 28.07, closing higher in 100.0% of those years for an average +5.62% move and an annualized Sharpe of 8.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 100.0% | +5.62% | 8.11 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +5.60% | 9.23 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +5.60% | 7.84 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +5.39% | 6.76 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +5.38% | 8.08 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +5.36% | 9.35 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +5.36% | 7.95 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +5.36% | 7.89 | 4 |