Over 2022 to 2025 (4 years of data), AREUSUSD has tended to move long between 09.07 and 28.07, closing higher in 100.0% of those years for an average +7.01% move and an annualized Sharpe of 7.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 100.0% | +7.01% | 7.09 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +6.94% | 7.95 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +6.72% | 5.28 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +6.55% | 6.17 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +6.44% | 7.58 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +6.39% | 13.58 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +6.38% | 8.78 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +6.37% | 9.88 | 4 |