Over 2018 to 2025 (8 years of data), ALLUSUSD has tended to move long between 13.07 and 18.08, closing higher in 100.0% of those years for an average +5.26% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 18.08 | Long | 100.0% | +5.26% | 4.81 | 8 |
| 12.07 → 18.08 | Long | 100.0% | +5.21% | 3.97 | 8 |
| 11.07 → 15.08 | Long | 100.0% | +5.04% | 3.62 | 8 |
| 13.07 → 12.08 | Long | 100.0% | +4.91% | 6.57 | 8 |
| 12.07 → 12.08 | Long | 100.0% | +4.85% | 5.05 | 8 |
| 13.07 → 10.08 | Long | 100.0% | +4.72% | 5.83 | 8 |
| 12.07 → 10.08 | Long | 100.0% | +4.67% | 4.41 | 8 |
| 13.07 → 07.09 | Long | 100.0% | +4.60% | 2.98 | 8 |