Over 2022 to 2025 (4 years of data), AREUSUSD has tended to move short between 25.08 and 09.10, closing higher in 100.0% of those years for an average +11.39% move and an annualized Sharpe of 7.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 09.10 | Short | 100.0% | +11.39% | 7.99 | 4 |
| 26.08 → 09.10 | Short | 100.0% | +11.38% | 7.25 | 4 |
| 25.08 → 10.10 | Short | 100.0% | +11.34% | 7.63 | 4 |
| 26.08 → 10.10 | Short | 100.0% | +11.33% | 6.99 | 4 |
| 24.08 → 09.10 | Short | 100.0% | +11.30% | 8.29 | 4 |
| 26.08 → 25.10 | Short | 100.0% | +11.29% | 4.44 | 4 |
| 24.08 → 10.10 | Short | 100.0% | +11.25% | 7.90 | 4 |
| 25.08 → 08.10 | Short | 100.0% | +11.18% | 7.58 | 4 |