Over 2022 to 2025 (4 years of data), AONUSUSD has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +7.91% move and an annualized Sharpe of 3.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +7.91% | 3.26 | 4 |
| 12.07 → 06.09 | Long | 100.0% | +7.47% | 3.06 | 4 |
| 09.07 → 07.09 | Long | 100.0% | +7.07% | 2.64 | 4 |
| 09.07 → 06.09 | Long | 100.0% | +6.88% | 2.61 | 4 |
| 12.07 → 03.09 | Long | 100.0% | +6.60% | 2.86 | 4 |
| 12.07 → 02.09 | Long | 100.0% | +6.40% | 3.00 | 4 |
| 12.07 → 29.08 | Long | 100.0% | +6.33% | 3.03 | 4 |
| 12.07 → 31.08 | Long | 100.0% | +6.24% | 2.92 | 4 |