Over 2014 to 2025 (12 years of data), AUSIDXAUD has tended to move long between 08.07 and 30.07, closing higher in 100.0% of those years for an average +2.53% move and an annualized Sharpe of 4.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 100.0% | +2.53% | 4.08 | 12 |
| 11.07 → 29.07 | Long | 100.0% | +2.21% | 4.65 | 12 |
| 11.07 → 28.07 | Long | 100.0% | +2.16% | 4.85 | 12 |
| 11.07 → 30.07 | Long | 100.0% | +2.12% | 4.46 | 12 |
| 10.07 → 26.07 | Long | 100.0% | +1.95% | 5.06 | 12 |
| 11.07 → 27.07 | Long | 100.0% | +1.92% | 4.97 | 12 |
| 11.07 → 26.07 | Long | 100.0% | +1.74% | 4.95 | 12 |
| 11.07 → 22.07 | Long | 100.0% | +1.46% | 6.34 | 12 |