Over 2018 to 2025 (8 years of data), AMPUSUSD has tended to move short between 28.07 and 04.08, closing higher in 75.0% of those years for an average +3.32% move and an annualized Sharpe of 4.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 04.08 | Short | 75.0% | +3.32% | 4.29 | 8 |
| 22.07 → 29.07 | Long | 75.0% | +2.54% | 4.81 | 8 |
| 27.07 → 04.08 | Short | 75.0% | +2.51% | 2.50 | 8 |
| 25.07 → 04.08 | Short | 75.0% | +2.37% | 2.10 | 8 |
| 26.07 → 04.08 | Short | 75.0% | +2.33% | 2.15 | 8 |
| 24.07 → 04.08 | Short | 75.0% | +2.27% | 2.10 | 8 |
| 26.07 → 14.09 | Long | 75.0% | +2.09% | 0.98 | 8 |
| 28.07 → 20.08 | Short | 75.0% | +2.07% | 1.29 | 8 |