Over 2022 to 2025 (4 years of data), ARUSUSD has tended to move long between 09.07 and 12.07, closing higher in 100.0% of those years for an average +3.49% move and an annualized Sharpe of 14.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.07 | Long | 100.0% | +3.49% | 14.69 | 4 |
| 09.07 → 14.07 | Long | 100.0% | +2.43% | 12.05 | 4 |
| 09.07 → 13.07 | Long | 100.0% | +2.26% | 16.36 | 4 |
| 08.07 → 13.07 | Long | 100.0% | +1.08% | 11.85 | 4 |
| 09.07 → 19.07 | Long | 75.0% | +5.71% | 3.40 | 4 |
| 11.07 → 19.07 | Long | 75.0% | +5.62% | 3.41 | 4 |
| 12.07 → 19.07 | Long | 75.0% | +4.62% | 2.89 | 4 |
| 10.07 → 19.07 | Long | 75.0% | +4.20% | 2.96 | 4 |