Over 2017 to 2025 (9 years of data), AIGUSUSD has tended to move long between 08.07 and 29.07, closing higher in 88.9% of those years for an average +2.78% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.07 | Long | 88.9% | +2.78% | 2.44 | 9 |
| 08.07 → 30.07 | Long | 88.9% | +2.68% | 2.65 | 9 |
| 10.07 → 30.07 | Long | 88.9% | +2.37% | 2.15 | 9 |
| 12.07 → 26.07 | Long | 88.9% | +1.77% | 4.41 | 9 |
| 11.07 → 29.07 | Long | 88.9% | +1.74% | 2.31 | 9 |
| 13.07 → 26.07 | Long | 88.9% | +1.74% | 4.14 | 9 |
| 12.07 → 29.07 | Long | 88.9% | +1.69% | 2.27 | 9 |
| 13.07 → 29.07 | Long | 88.9% | +1.66% | 2.38 | 9 |