Over 2022 to 2025 (4 years of data), AVTRUSUSD has tended to move long between 13.07 and 26.07, closing higher in 100.0% of those years for an average +12.38% move and an annualized Sharpe of 9.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 26.07 | Long | 100.0% | +12.38% | 9.77 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +11.28% | 10.19 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +10.58% | 6.18 | 4 |
| 10.07 → 26.07 | Long | 100.0% | +10.20% | 5.57 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +10.01% | 6.42 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +9.89% | 5.87 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +9.83% | 5.72 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +9.46% | 6.34 | 4 |