Over 2022 to 2025 (4 years of data), AREUSUSD has tended to move short between 17.08 and 09.10, closing higher in 100.0% of those years for an average +9.63% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 09.10 | Short | 100.0% | +9.63% | 2.92 | 4 |
| 17.08 → 08.10 | Short | 100.0% | +9.41% | 2.82 | 4 |
| 18.08 → 09.10 | Short | 100.0% | +9.40% | 2.82 | 4 |
| 16.08 → 09.10 | Short | 100.0% | +9.31% | 2.83 | 4 |
| 18.08 → 08.10 | Short | 100.0% | +9.18% | 2.72 | 4 |
| 16.08 → 08.10 | Short | 100.0% | +9.08% | 2.72 | 4 |
| 14.08 → 09.10 | Short | 75.0% | +9.74% | 2.58 | 4 |
| 14.08 → 10.10 | Short | 75.0% | +9.69% | 2.52 | 4 |