Over 2017 to 2025 (9 years of data), APDUSUSD has tended to move long between 14.07 and 29.07, closing higher in 100.0% of those years for an average +3.44% move and an annualized Sharpe of 5.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 29.07 | Long | 100.0% | +3.44% | 5.33 | 8 |
| 16.07 → 29.07 | Long | 100.0% | +3.21% | 6.72 | 8 |
| 15.07 → 29.07 | Long | 100.0% | +3.07% | 5.72 | 8 |
| 16.07 → 28.07 | Long | 100.0% | +2.86% | 7.58 | 8 |
| 16.07 → 27.07 | Long | 100.0% | +2.75% | 11.23 | 8 |
| 16.07 → 30.07 | Long | 100.0% | +2.73% | 5.66 | 8 |
| 15.07 → 28.07 | Long | 100.0% | +2.72% | 6.43 | 8 |
| 16.07 → 31.07 | Long | 100.0% | +2.63% | 4.63 | 8 |