Over 2018 to 2025 (8 years of data), AMPUSUSD has tended to move long between 08.07 and 28.07, closing higher in 87.5% of those years for an average +4.27% move and an annualized Sharpe of 3.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 87.5% | +4.27% | 3.89 | 8 |
| 10.07 → 28.07 | Long | 87.5% | +4.04% | 3.40 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +3.92% | 3.69 | 8 |
| 08.07 → 27.07 | Long | 87.5% | +3.60% | 3.94 | 8 |
| 10.07 → 27.07 | Long | 87.5% | +3.37% | 3.26 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +3.30% | 4.41 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +3.25% | 3.81 | 8 |
| 10.07 → 26.07 | Long | 87.5% | +3.07% | 3.54 | 8 |