Over 2022 to 2025 (4 years of data), AJGUSUSD has tended to move long between 13.07 and 26.07, closing higher in 100.0% of those years for an average +3.80% move and an annualized Sharpe of 8.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 26.07 | Long | 100.0% | +3.80% | 8.80 | 4 |
| 10.07 → 26.07 | Long | 100.0% | +3.74% | 5.91 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +3.58% | 7.37 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +3.18% | 6.14 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +3.16% | 5.45 | 4 |
| 13.07 → 24.07 | Long | 100.0% | +2.81% | 9.67 | 4 |
| 13.07 → 25.07 | Long | 100.0% | +2.78% | 8.90 | 4 |
| 10.07 → 24.07 | Long | 100.0% | +2.73% | 9.99 | 4 |