

Over 1999 to 2025 (27 years of data), AUDSGD has tended to move short between 09.07 and 30.08, closing higher in 74.1% of those years for an average +1.18% move and an annualized Sharpe of 0.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.08 | Short | 74.1% | +1.18% | 0.99 | 27 |
| 09.07 → 29.08 | Short | 74.1% | +1.15% | 0.97 | 27 |
| 10.07 → 30.08 | Short | 74.1% | +1.10% | 0.92 | 27 |
| 08.07 → 30.08 | Short | 74.1% | +1.08% | 0.87 | 27 |
| 12.07 → 30.08 | Short | 74.1% | +1.04% | 0.90 | 27 |
| 10.07 → 01.09 | Short | 74.1% | +1.03% | 0.86 | 27 |
| 07.07 → 01.08 | Short | 74.1% | +0.71% | 1.02 | 27 |
| 09.07 → 01.08 | Short | 74.1% | +0.71% | 1.05 | 27 |