Over 2022 to 2025 (4 years of data), ALKUSUSD has tended to move long between 09.07 and 22.07, closing higher in 100.0% of those years for an average +4.23% move and an annualized Sharpe of 9.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Long | 100.0% | +4.23% | 9.19 | 4 |
| 09.07 → 19.07 | Long | 100.0% | +3.83% | 8.34 | 4 |
| 09.07 → 17.07 | Long | 100.0% | +3.82% | 8.71 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +3.40% | 7.72 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +3.35% | 6.62 | 4 |
| 09.07 → 20.07 | Long | 100.0% | +3.35% | 8.67 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +3.33% | 6.14 | 4 |
| 09.07 → 12.07 | Long | 100.0% | +2.67% | 15.83 | 4 |