Over 2021 to 2025 (5 years of data), AVEUSD has tended to move long between 08.07 and 14.07, closing higher in 100.0% of those years for an average +20.14% move and an annualized Sharpe of 14.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 14.07 | Long | 100.0% | +20.14% | 14.51 | 4 |
| 08.07 → 15.07 | Long | 100.0% | +19.79% | 11.45 | 4 |
| 07.07 → 14.07 | Long | 100.0% | +18.84% | 15.42 | 4 |
| 07.07 → 15.07 | Long | 100.0% | +18.50% | 11.45 | 4 |
| 08.07 → 13.07 | Long | 100.0% | +18.43% | 16.84 | 4 |
| 08.07 → 20.07 | Long | 100.0% | +18.07% | 7.62 | 4 |
| 07.07 → 13.07 | Long | 100.0% | +17.18% | 17.02 | 4 |
| 08.07 → 16.07 | Long | 100.0% | +16.33% | 10.27 | 4 |