Over 2022 to 2025 (4 years of data), ALLEUSUSD has tended to move short between 27.07 and 09.08, closing higher in 100.0% of those years for an average +3.61% move and an annualized Sharpe of 9.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 09.08 | Short | 100.0% | +3.61% | 9.03 | 4 |
| 26.07 → 09.08 | Short | 100.0% | +2.87% | 8.56 | 4 |
| 27.07 → 10.08 | Short | 100.0% | +2.81% | 5.95 | 4 |
| 28.07 → 31.07 | Long | 100.0% | +2.11% | 8.97 | 4 |
| 26.07 → 31.07 | Long | 100.0% | +1.68% | 10.02 | 4 |
| 22.07 → 25.07 | Long | 75.0% | +4.74% | 12.77 | 4 |
| 22.07 → 30.07 | Long | 75.0% | +4.54% | 4.31 | 4 |
| 23.07 → 30.07 | Long | 75.0% | +4.33% | 4.64 | 4 |