Over 2017 to 2025 (9 years of data), APDUSUSD has tended to move long between 07.07 and 29.07, closing higher in 100.0% of those years for an average +4.65% move and an annualized Sharpe of 4.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 100.0% | +4.65% | 4.55 | 8 |
| 07.07 → 28.07 | Long | 100.0% | +4.57% | 4.60 | 8 |
| 08.07 → 28.07 | Long | 100.0% | +3.70% | 5.74 | 8 |
| 08.07 → 27.07 | Long | 100.0% | +3.62% | 5.03 | 8 |
| 08.07 → 26.07 | Long | 100.0% | +3.31% | 5.61 | 8 |
| 08.07 → 25.07 | Long | 100.0% | +3.06% | 5.14 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +4.51% | 3.99 | 8 |
| 08.07 → 12.08 | Long | 87.5% | +4.26% | 2.40 | 8 |