United States
Over 2017 to 2025 (9 years of data), AUSUSD has tended to move short between 21.09 and 25.09, closing higher in 88.9% of those years for an average +1.84% move and an annualized Sharpe of 11.17.
Best window
21.09 - 25.09
Direction
Short
Win rate
88.9%
Avg return
+1.84%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 25.09 | Short | 88.9% | +1.84% | 11.17 | 9 |
| 16.09 → 25.09 | Short | 77.8% | +2.17% | 5.45 | 9 |
| 17.09 → 25.09 | Short | 77.8% |
| +1.87% |
| 5.51 |
| 9 |
| 15.09 → 25.09 | Short | 77.8% | +1.78% | 3.94 | 9 |
| 16.09 → 24.09 | Short | 77.8% | +1.62% | 3.92 | 9 |
| 20.09 → 25.09 | Short | 77.8% | +1.50% | 6.78 | 9 |
| 16.09 → 26.09 | Short | 77.8% | +1.44% | 2.38 | 9 |
| 16.09 → 28.09 | Short | 77.8% | +1.40% | 1.80 | 9 |