Over 2017 to 2025 (9 years of data), AMDUSUSD has tended to move long between 07.07 and 07.08, closing higher in 87.5% of those years for an average +17.86% move and an annualized Sharpe of 2.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 07.08 | Long | 87.5% | +17.86% | 2.64 | 8 |
| 08.07 → 07.08 | Long | 87.5% | +16.42% | 2.47 | 8 |
| 09.07 → 07.08 | Long | 87.5% | +15.35% | 2.33 | 8 |
| 11.07 → 07.08 | Long | 87.5% | +14.29% | 2.34 | 8 |
| 10.07 → 07.08 | Long | 87.5% | +13.98% | 2.37 | 8 |
| 11.07 → 29.07 | Long | 87.5% | +12.04% | 3.13 | 8 |
| 11.07 → 28.07 | Long | 87.5% | +9.02% | 2.82 | 8 |
| 11.07 → 27.07 | Long | 87.5% | +8.04% | 2.69 | 8 |