Over 2020 to 2025 (6 years of data), AIAIGBUSD has tended to move long between 25.07 and 29.07, closing higher in 100.0% of those years for an average +1.23% move and an annualized Sharpe of 16.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 29.07 | Long | 100.0% | +1.23% | 16.62 | 6 |
| 27.07 → 29.08 | Long | 83.3% | +4.37% | 2.74 | 6 |
| 27.07 → 31.08 | Long | 83.3% | +4.22% | 2.81 | 6 |
| 27.07 → 02.09 | Long | 83.3% | +4.16% | 2.39 | 6 |
| 25.07 → 29.08 | Long | 83.3% | +4.01% | 2.65 | 6 |
| 26.07 → 29.08 | Long | 83.3% | +3.92% | 2.56 | 6 |
| 25.07 → 31.08 | Long | 83.3% | +3.88% | 2.57 | 6 |
| 27.07 → 13.09 | Long | 83.3% | +3.80% | 2.11 | 6 |