

Over 1990 to 2025 (36 years of data), AUDPLN has tended to move long between 12.07 and 10.09, closing higher in 74.1% of those years for an average +7.84% move and an annualized Sharpe of 0.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 74.1% | +7.84% | 0.80 | 27 |
| 15.07 → 02.09 | Long | 74.1% | +6.14% | 0.81 | 27 |
| 11.07 → 08.09 | Long | 70.4% | +9.35% | 0.99 | 27 |
| 11.07 → 09.09 | Long | 70.4% | +9.08% | 0.93 | 27 |
| 11.07 → 04.09 | Long | 70.4% | +9.00% | 0.99 | 27 |
| 11.07 → 03.09 | Long | 70.4% | +8.78% | 0.98 | 27 |
| 11.07 → 05.09 | Long | 70.4% | +8.36% | 0.92 | 27 |
| 13.07 → 08.09 | Long | 70.4% | +8.23% | 0.88 | 27 |