Over 2018 to 2025 (8 years of data), AVBUSUSD has tended to move long between 09.07 and 15.07, closing higher in 87.5% of those years for an average +1.18% move and an annualized Sharpe of 7.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 15.07 | Long | 87.5% | +1.18% | 7.26 | 8 |
| 09.07 → 18.07 | Long | 87.5% | +1.02% | 4.11 | 8 |
| 12.07 → 15.07 | Long | 87.5% | +0.82% | 8.85 | 8 |
| 12.07 → 16.07 | Long | 87.5% | +0.62% | 5.64 | 8 |
| 09.07 → 05.09 | Long | 75.0% | +4.09% | 1.84 | 8 |
| 08.07 → 05.09 | Long | 75.0% | +4.06% | 1.83 | 8 |
| 07.07 → 05.09 | Long | 75.0% | +4.01% | 1.75 | 8 |
| 13.07 → 05.09 | Long | 75.0% | +3.99% | 1.63 | 8 |