Over 2021 to 2025 (5 years of data), AVEUSD has tended to move short between 24.08 and 06.09, closing higher in 100.0% of those years for an average +7.51% move and an annualized Sharpe of 11.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 06.09 | Short | 100.0% | +7.51% | 11.42 | 4 |
| 25.08 → 06.09 | Short | 100.0% | +7.36% | 11.74 | 4 |
| 26.08 → 06.09 | Short | 100.0% | +6.93% | 18.13 | 4 |
| 24.08 → 31.08 | Short | 100.0% | +5.36% | 8.55 | 4 |
| 24.08 → 01.09 | Short | 100.0% | +5.33% | 8.04 | 4 |
| 25.08 → 31.08 | Short | 100.0% | +5.20% | 9.02 | 4 |
| 25.08 → 01.09 | Short | 100.0% | +5.17% | 8.08 | 4 |
| 25.08 → 02.09 | Short | 100.0% | +5.04% | 9.27 | 3 |