Over 2020 to 2025 (6 years of data), AIAIGBUSD has tended to move long between 07.07 and 02.09, closing higher in 83.3% of those years for an average +4.39% move and an annualized Sharpe of 2.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 83.3% | +4.39% | 2.22 | 6 |
| 11.07 → 02.09 | Long | 83.3% | +4.17% | 2.44 | 6 |
| 07.07 → 01.09 | Long | 83.3% | +4.12% | 2.00 | 6 |
| 10.07 → 02.09 | Long | 83.3% | +4.07% | 2.37 | 6 |
| 07.07 → 30.08 | Long | 83.3% | +3.98% | 2.19 | 6 |
| 07.07 → 28.08 | Long | 83.3% | +3.92% | 1.93 | 6 |
| 11.07 → 01.09 | Long | 83.3% | +3.90% | 2.22 | 6 |
| 10.07 → 01.09 | Long | 83.3% | +3.80% | 2.18 | 6 |