Over 2022 to 2025 (4 years of data), AMHUSUSD has tended to move long between 12.07 and 22.07, closing higher in 100.0% of those years for an average +2.63% move and an annualized Sharpe of 9.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 22.07 | Long | 100.0% | +2.63% | 9.88 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +2.63% | 33.36 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +2.37% | 14.95 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +2.34% | 18.04 | 4 |
| 13.07 → 20.07 | Long | 100.0% | +1.87% | 13.05 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +1.31% | 15.41 | 4 |
| 13.07 → 19.07 | Long | 100.0% | +1.16% | 17.43 | 4 |
| 12.07 → 12.08 | Long | 75.0% | +3.36% | 2.39 | 4 |