Over 2018 to 2025 (8 years of data), ALLUSUSD has tended to move long between 27.08 and 09.10, closing higher in 87.5% of those years for an average +2.03% move and an annualized Sharpe of 1.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 09.10 | Long | 87.5% | +2.03% | 1.43 | 8 |
| 26.08 → 08.10 | Long | 87.5% | +1.62% | 1.05 | 8 |
| 27.08 → 19.09 | Long | 75.0% | +2.63% | 2.66 | 8 |
| 27.08 → 20.09 | Long | 75.0% | +2.53% | 2.57 | 8 |
| 23.08 → 19.09 | Long | 75.0% | +2.44% | 2.21 | 8 |
| 27.08 → 21.09 | Long | 75.0% | +2.44% | 2.45 | 8 |
| 24.08 → 19.09 | Long | 75.0% | +2.41% | 2.07 | 8 |
| 27.08 → 22.09 | Long | 75.0% | +2.41% | 2.40 | 8 |