Over 2022 to 2025 (4 years of data), ARUSUSD has tended to move short between 17.08 and 18.09, closing higher in 100.0% of those years for an average +4.70% move and an annualized Sharpe of 5.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 18.09 | Short | 100.0% | +4.70% | 5.42 | 4 |
| 17.08 → 19.09 | Short | 100.0% | +4.67% | 5.35 | 4 |
| 18.08 → 18.09 | Short | 100.0% | +3.98% | 5.45 | 4 |
| 18.08 → 19.09 | Short | 100.0% | +3.95% | 5.81 | 4 |
| 12.08 → 07.09 | Short | 100.0% | +3.85% | 6.94 | 4 |
| 16.08 → 18.09 | Short | 100.0% | +3.80% | 4.79 | 4 |
| 16.08 → 19.09 | Short | 100.0% | +3.77% | 4.52 | 4 |
| 14.08 → 07.09 | Short | 100.0% | +3.46% | 5.47 | 4 |