

Over 1990 to 2025 (36 years of data), AUDPLN has tended to move long between 09.07 and 07.09, closing higher in 55.6% of those years for an average +6.98% move and an annualized Sharpe of 0.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Long | 55.6% | +6.98% | 0.78 | 36 |
| 08.07 → 03.09 | Long | 55.6% | +6.61% | 0.82 | 36 |
| 08.07 → 02.09 | Long | 55.6% | +6.47% | 0.81 | 36 |
| 08.07 → 04.09 | Long | 55.6% | +6.31% | 0.77 | 36 |
| 12.07 → 09.09 | Long | 55.6% | +6.28% | 0.71 | 36 |
| 08.07 → 05.09 | Long | 55.6% | +6.15% | 0.74 | 36 |
| 11.07 → 09.09 | Long | 55.6% | +6.12% | 0.71 | 36 |
| 12.07 → 10.09 | Long | 55.6% | +5.75% | 0.65 | 36 |