Over 2017 to 2025 (9 years of data), AMTUSUSD has tended to move long between 09.07 and 30.07, closing higher in 75.0% of those years for an average +2.38% move and an annualized Sharpe of 1.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 75.0% | +2.38% | 1.75 | 8 |
| 13.07 → 30.07 | Long | 75.0% | +1.56% | 1.91 | 8 |
| 09.07 → 12.07 | Long | 75.0% | +1.20% | 4.83 | 8 |
| 09.07 → 13.07 | Long | 75.0% | +0.93% | 3.07 | 8 |
| 09.07 → 15.07 | Long | 75.0% | +0.92% | 2.83 | 8 |
| 10.07 → 14.07 | Long | 75.0% | +0.90% | 3.17 | 8 |
| 13.07 → 19.07 | Short | 75.0% | +0.85% | 2.86 | 8 |
| 10.07 → 13.07 | Long | 75.0% | +0.79% | 3.03 | 8 |