Over 2022 to 2025 (4 years of data), ATOUSUSD has tended to move long between 11.07 and 02.08, closing higher in 100.0% of those years for an average +6.49% move and an annualized Sharpe of 8.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 02.08 | Long | 100.0% | +6.49% | 8.09 | 4 |
| 11.07 → 25.08 | Long | 100.0% | +6.15% | 4.67 | 4 |
| 11.07 → 01.08 | Long | 100.0% | +6.13% | 6.12 | 4 |
| 11.07 → 30.07 | Long | 100.0% | +5.93% | 7.27 | 4 |
| 12.07 → 02.08 | Long | 100.0% | +5.89% | 9.35 | 4 |
| 14.07 → 02.08 | Long | 100.0% | +5.89% | 7.06 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +5.81% | 6.95 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +5.73% | 7.52 | 4 |