Over 2014 to 2025 (12 years of data), AUSIDXAUD has tended to move long between 25.07 and 29.07, closing higher in 100.0% of those years for an average +0.88% move and an annualized Sharpe of 7.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 29.07 | Long | 100.0% | +0.88% | 7.81 | 12 |
| 25.07 → 30.07 | Long | 100.0% | +0.88% | 8.36 | 12 |
| 22.07 → 30.07 | Long | 91.7% | +0.92% | 5.07 | 12 |
| 26.07 → 30.07 | Long | 91.7% | +0.73% | 7.31 | 12 |
| 28.07 → 21.09 | Short | 83.3% | +2.73% | 1.97 | 12 |
| 27.07 → 21.09 | Short | 83.3% | +2.60% | 1.92 | 12 |
| 28.07 → 26.09 | Short | 83.3% | +2.60% | 1.58 | 12 |
| 28.07 → 23.09 | Short | 83.3% | +2.57% | 1.68 | 12 |