Over 2017 to 2025 (9 years of data), AMDUSUSD has tended to move long between 22.07 and 08.08, closing higher in 87.5% of those years for an average +12.40% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 08.08 | Long | 87.5% | +12.40% | 3.75 | 8 |
| 22.07 → 30.07 | Long | 87.5% | +11.56% | 5.94 | 8 |
| 23.07 → 08.08 | Long | 87.5% | +11.35% | 4.21 | 8 |
| 23.07 → 30.07 | Long | 87.5% | +10.56% | 6.93 | 8 |
| 22.07 → 29.07 | Long | 87.5% | +10.11% | 6.08 | 8 |
| 24.07 → 08.08 | Long | 87.5% | +9.95% | 4.35 | 8 |
| 26.07 → 13.08 | Long | 87.5% | +9.37% | 4.60 | 8 |
| 24.07 → 30.07 | Long | 87.5% | +9.19% | 7.61 | 8 |