Over 2022 to 2025 (4 years of data), ALLEUSUSD has tended to move long between 08.07 and 30.07, closing higher in 100.0% of those years for an average +10.08% move and an annualized Sharpe of 5.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 100.0% | +10.08% | 5.24 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +10.04% | 5.41 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +10.00% | 5.02 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +9.10% | 5.23 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +8.94% | 15.33 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +8.91% | 16.29 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +8.86% | 13.18 | 4 |
| 10.07 → 24.07 | Long | 100.0% | +8.81% | 23.19 | 4 |