Over 2017 to 2025 (9 years of data), AUSUSD has tended to move long between 08.07 and 05.09, closing higher in 100.0% of those years for an average +7.65% move and an annualized Sharpe of 3.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 05.09 | Long | 100.0% | +7.65% | 3.57 | 9 |
| 09.07 → 05.09 | Long | 100.0% | +7.52% | 3.64 | 9 |
| 08.07 → 04.09 | Long | 100.0% | +7.32% | 3.39 | 9 |
| 11.07 → 01.09 | Long | 100.0% | +7.22% | 3.28 | 9 |
| 09.07 → 04.09 | Long | 100.0% | +7.19% | 3.44 | 9 |
| 11.07 → 31.08 | Long | 100.0% | +7.05% | 3.58 | 9 |
| 11.07 → 03.09 | Long | 100.0% | +6.99% | 3.32 | 9 |
| 11.07 → 29.08 | Long | 100.0% | +6.90% | 3.51 | 9 |