Over 2018 to 2025 (8 years of data), APAUSUSD has tended to move long between 22.08 and 02.09, closing higher in 100.0% of those years for an average +6.54% move and an annualized Sharpe of 5.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 02.09 | Long | 100.0% | +6.54% | 5.13 | 8 |
| 22.08 → 01.09 | Long | 100.0% | +5.74% | 6.51 | 8 |
| 16.08 → 29.08 | Long | 87.5% | +7.48% | 5.26 | 8 |
| 18.08 → 29.08 | Long | 87.5% | +6.76% | 5.22 | 8 |
| 22.08 → 29.08 | Long | 87.5% | +6.75% | 8.06 | 8 |
| 21.08 → 29.08 | Long | 87.5% | +6.35% | 6.44 | 8 |
| 22.08 → 31.08 | Long | 87.5% | +5.99% | 5.93 | 8 |
| 22.08 → 30.08 | Long | 87.5% | +5.57% | 7.03 | 8 |