Over 2022 to 2025 (4 years of data), ATOUSUSD has tended to move long between 09.07 and 24.08, closing higher in 100.0% of those years for an average +7.10% move and an annualized Sharpe of 4.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.08 | Long | 100.0% | +7.10% | 4.13 | 4 |
| 09.07 → 20.08 | Long | 100.0% | +7.03% | 4.23 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +6.99% | 3.96 | 4 |
| 10.07 → 24.08 | Long | 100.0% | +6.97% | 4.05 | 4 |
| 07.07 → 24.08 | Long | 100.0% | +6.94% | 3.94 | 4 |
| 09.07 → 21.08 | Long | 100.0% | +6.94% | 3.91 | 4 |
| 09.07 → 19.08 | Long | 100.0% | +6.93% | 4.34 | 4 |
| 09.07 → 18.08 | Long | 100.0% | +6.92% | 4.37 | 4 |