Over 2022 to 2025 (4 years of data), ALGNUSUSD has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +4.63% move and an annualized Sharpe of 15.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +4.63% | 15.33 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.31% | 10.36 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +4.19% | 10.56 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +3.29% | 16.43 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +3.24% | 6.49 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +2.77% | 14.60 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +2.65% | 19.13 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +2.27% | 4.64 | 4 |