Over 2022 to 2025 (4 years of data), ALNYUSUSD has tended to move long between 13.07 and 07.09, closing higher in 50.0% of those years for an average +17.11% move and an annualized Sharpe of 1.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Long | 50.0% | +17.11% | 1.57 | 4 |
| 13.07 → 10.09 | Long | 50.0% | +17.02% | 1.58 | 4 |
| 13.07 → 08.09 | Long | 50.0% | +16.64% | 1.56 | 4 |
| 13.07 → 09.09 | Long | 50.0% | +16.64% | 1.55 | 4 |
| 13.07 → 11.09 | Long | 50.0% | +16.01% | 1.72 | 4 |
| 12.07 → 10.09 | Long | 50.0% | +14.50% | 1.43 | 4 |
| 13.07 → 31.08 | Long | 50.0% | +14.49% | 1.71 | 4 |
| 13.07 → 06.09 | Long | 50.0% | +14.11% | 1.60 | 4 |