Over 2018 to 2025 (8 years of data), APAUSUSD has tended to move long between 08.07 and 12.07, closing higher in 75.0% of those years for an average +1.71% move and an annualized Sharpe of 3.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 75.0% | +1.71% | 3.57 | 8 |
| 07.07 → 12.07 | Long | 75.0% | +1.49% | 2.53 | 8 |
| 11.07 → 16.07 | Short | 75.0% | +1.24% | 1.52 | 8 |
| 13.07 → 03.08 | Short | 75.0% | +1.08% | 0.40 | 8 |
| 09.07 → 03.08 | Short | 75.0% | +1.03% | 0.27 | 8 |
| 09.07 → 06.08 | Short | 75.0% | +0.98% | 0.24 | 8 |
| 12.07 → 03.08 | Short | 75.0% | +0.95% | 0.33 | 8 |
| 07.07 → 11.07 | Long | 75.0% | +0.91% | 1.85 | 8 |