Over 1999 to 2025 (27 years of data), AUDSGD has tended to move short between 15.08 and 23.08, closing higher in 77.8% of those years for an average +0.46% move and an annualized Sharpe of 2.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 23.08 | Short | 77.8% | +0.46% | 2.18 | 27 |
| 17.08 → 22.08 | Short | 77.8% | +0.44% | 3.19 | 27 |
| 16.08 → 23.08 | Short | 74.1% | +0.48% | 2.84 | 27 |
| 16.08 → 22.08 | Short | 74.1% | +0.46% | 3.19 | 27 |
| 17.08 → 21.08 | Short | 74.1% | +0.34% | 3.05 | 27 |
| 17.08 → 26.08 | Short | 70.4% | +0.58% | 2.23 | 27 |
| 17.08 → 23.08 | Short | 70.4% | +0.46% | 2.41 | 27 |
| 18.08 → 25.08 | Short | 70.4% | +0.46% | 1.97 | 27 |