Over 2022 to 2025 (4 years of data), ALLYUSUSD has tended to move long between 08.07 and 31.08, closing higher in 75.0% of those years for an average +3.51% move and an annualized Sharpe of 1.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 31.08 | Long | 75.0% | +3.51% | 1.56 | 4 |
| 13.07 → 05.08 | Short | 75.0% | +3.49% | 3.00 | 4 |
| 13.07 → 06.08 | Short | 75.0% | +3.35% | 2.81 | 4 |
| 08.07 → 02.09 | Long | 75.0% | +3.33% | 1.42 | 4 |
| 08.07 → 01.09 | Long | 75.0% | +3.24% | 1.39 | 4 |
| 09.07 → 31.08 | Long | 75.0% | +3.24% | 1.49 | 4 |
| 07.07 → 31.08 | Long | 75.0% | +3.16% | 1.33 | 4 |
| 09.07 → 02.09 | Long | 75.0% | +3.06% | 1.35 | 4 |