Over 2021 to 2025 (5 years of data), AVEUSD has tended to move long between 14.09 and 07.11, closing higher in 80.0% of those years for an average +21.32% move and an annualized Sharpe of 1.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 07.11 | Long | 80.0% | +21.32% | 1.46 | 5 |
| 14.09 → 06.11 | Long | 80.0% | +20.22% | 1.31 | 5 |
| 09.09 → 04.11 | Long | 80.0% | +16.02% | 0.99 | 5 |
| 08.09 → 04.11 | Long | 80.0% | +14.66% | 0.97 | 5 |
| 14.09 → 28.10 | Long | 80.0% | +12.54% | 1.31 | 5 |
| 14.09 → 29.10 | Long | 80.0% | +11.65% | 1.21 | 5 |
| 14.09 → 30.10 | Long | 80.0% | +11.19% | 1.11 | 5 |
| 14.09 → 26.10 | Long | 80.0% | +10.95% | 1.30 | 5 |