Over 2022 to 2025 (4 years of data), AJGUSUSD has tended to move long between 12.08 and 07.09, closing higher in 100.0% of those years for an average +3.45% move and an annualized Sharpe of 6.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 07.09 | Long | 100.0% | +3.45% | 6.80 | 4 |
| 12.08 → 09.09 | Long | 100.0% | +3.40% | 7.29 | 4 |
| 12.08 → 08.09 | Long | 100.0% | +3.25% | 6.28 | 4 |
| 12.08 → 12.09 | Long | 100.0% | +3.17% | 7.85 | 4 |
| 12.08 → 11.09 | Long | 100.0% | +3.06% | 8.36 | 4 |
| 13.08 → 09.09 | Long | 100.0% | +3.03% | 5.35 | 4 |
| 13.08 → 08.09 | Long | 100.0% | +2.89% | 4.70 | 4 |
| 12.08 → 29.08 | Long | 100.0% | +2.85% | 7.47 | 4 |