Over 2022 to 2025 (4 years of data), AVTRUSUSD has tended to move long between 16.07 and 27.07, closing higher in 100.0% of those years for an average +14.04% move and an annualized Sharpe of 11.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 27.07 | Long | 100.0% | +14.04% | 11.26 | 4 |
| 15.07 → 27.07 | Long | 100.0% | +13.85% | 10.02 | 4 |
| 16.07 → 26.07 | Long | 100.0% | +13.48% | 13.96 | 4 |
| 15.07 → 26.07 | Long | 100.0% | +13.28% | 12.29 | 4 |
| 17.07 → 27.07 | Long | 100.0% | +12.97% | 13.89 | 4 |
| 14.07 → 27.07 | Long | 100.0% | +12.84% | 8.00 | 4 |
| 16.07 → 28.07 | Long | 100.0% | +12.61% | 7.96 | 4 |
| 15.07 → 28.07 | Long | 100.0% | +12.43% | 7.13 | 4 |