Over 2022 to 2025 (4 years of data), AOSUSUSD has tended to move long between 08.07 and 22.07, closing higher in 100.0% of those years for an average +6.55% move and an annualized Sharpe of 11.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 100.0% | +6.55% | 11.23 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +6.28% | 10.09 | 4 |
| 08.07 → 21.07 | Long | 100.0% | +6.14% | 12.95 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +5.95% | 7.32 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +5.86% | 10.99 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +5.82% | 7.64 | 4 |
| 08.07 → 18.07 | Long | 100.0% | +5.80% | 8.34 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +5.67% | 6.88 | 4 |