Over 2022 to 2025 (4 years of data), ALBUSUSD has tended to move long between 15.08 and 29.08, closing higher in 100.0% of those years for an average +10.05% move and an annualized Sharpe of 5.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 29.08 | Long | 100.0% | +10.05% | 5.97 | 4 |
| 13.08 → 29.08 | Long | 100.0% | +9.68% | 7.59 | 4 |
| 15.08 → 27.08 | Long | 100.0% | +8.90% | 6.86 | 4 |
| 13.08 → 27.08 | Long | 100.0% | +8.61% | 7.59 | 4 |
| 14.08 → 29.08 | Long | 100.0% | +8.36% | 6.42 | 4 |
| 12.08 → 29.08 | Long | 100.0% | +8.02% | 12.48 | 4 |
| 13.08 → 14.09 | Long | 100.0% | +7.93% | 4.24 | 4 |
| 18.08 → 29.08 | Long | 100.0% | +7.93% | 9.28 | 4 |