Over 2022 to 2025 (4 years of data), AMHUSUSD has tended to move long between 26.07 and 29.07, closing higher in 100.0% of those years for an average +2.74% move and an annualized Sharpe of 19.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 29.07 | Long | 100.0% | +2.74% | 19.75 | 4 |
| 22.07 → 25.07 | Short | 100.0% | +1.54% | 11.80 | 4 |
| 28.07 → 26.09 | Short | 75.0% | +4.41% | 1.40 | 4 |
| 27.07 → 25.09 | Short | 75.0% | +3.79% | 1.10 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +3.78% | 1.10 | 4 |
| 27.07 → 24.09 | Short | 75.0% | +3.45% | 0.96 | 4 |
| 28.07 → 24.09 | Short | 75.0% | +3.43% | 0.96 | 4 |
| 24.07 → 22.09 | Short | 75.0% | +3.29% | 1.08 | 4 |