Over 2022 to 2025 (4 years of data), AVLRUSUSD has tended to move long between 12.07 and 04.08, closing higher in 25.0% of those years for an average +4.99% move and an annualized Sharpe of 2.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 04.08 | Long | 25.0% | +4.99% | 2.30 | 4 |
| 12.07 → 05.08 | Long | 25.0% | +4.99% | 2.25 | 4 |
| 12.07 → 06.08 | Long | 25.0% | +4.99% | 2.21 | 4 |
| 12.07 → 03.08 | Long | 25.0% | +4.50% | 2.35 | 4 |
| 13.07 → 04.08 | Long | 25.0% | +4.47% | 2.35 | 4 |
| 13.07 → 05.08 | Long | 25.0% | +4.47% | 2.30 | 4 |
| 13.07 → 06.08 | Long | 25.0% | +4.47% | 2.25 | 4 |
| 12.07 → 29.08 | Long | 25.0% | +4.06% | 1.59 | 4 |