Over 2022 to 2025 (4 years of data), AONUSUSD has tended to move long between 23.07 and 26.07, closing higher in 100.0% of those years for an average +3.23% move and an annualized Sharpe of 10.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 26.07 | Long | 100.0% | +3.23% | 10.42 | 4 |
| 22.07 → 25.07 | Long | 100.0% | +1.92% | 9.13 | 4 |
| 22.07 → 12.09 | Long | 75.0% | +6.70% | 2.58 | 4 |
| 23.07 → 12.09 | Long | 75.0% | +6.50% | 2.59 | 4 |
| 25.07 → 12.09 | Long | 75.0% | +6.40% | 2.65 | 4 |
| 22.07 → 08.09 | Long | 75.0% | +6.39% | 2.38 | 4 |
| 22.07 → 11.09 | Long | 75.0% | +6.25% | 2.53 | 4 |
| 24.07 → 12.09 | Long | 75.0% | +6.20% | 2.54 | 4 |