Over 2022 to 2025 (4 years of data), ALBUSUSD has tended to move short between 09.07 and 15.07, closing higher in 100.0% of those years for an average +1.24% move and an annualized Sharpe of 12.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 15.07 | Short | 100.0% | +1.24% | 12.55 | 4 |
| 08.07 → 14.07 | Short | 100.0% | +1.23% | 11.46 | 4 |
| 10.07 → 29.08 | Long | 75.0% | +8.05% | 1.12 | 4 |
| 08.07 → 06.08 | Short | 75.0% | +5.46% | 1.38 | 4 |
| 08.07 → 05.08 | Short | 75.0% | +5.15% | 1.47 | 4 |
| 09.07 → 06.08 | Short | 75.0% | +5.11% | 1.37 | 4 |
| 10.07 → 06.08 | Short | 75.0% | +4.86% | 1.30 | 4 |
| 09.07 → 05.08 | Short | 75.0% | +4.77% | 1.43 | 4 |