Over 2022 to 2025 (4 years of data), AMCRUSUSD has tended to move long between 09.07 and 12.08, closing higher in 100.0% of those years for an average +4.33% move and an annualized Sharpe of 3.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.08 | Long | 100.0% | +4.33% | 3.98 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +3.74% | 4.62 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +3.73% | 5.03 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +3.68% | 8.09 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +3.67% | 10.71 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +3.60% | 7.09 | 4 |
| 13.07 → 26.07 | Long | 100.0% | +3.59% | 9.04 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +3.45% | 7.31 | 4 |