Over 2020 to 2025 (6 years of data), AWAYUSUSD has tended to move long between 20.08 and 14.09, closing higher in 100.0% of those years for an average +3.85% move and an annualized Sharpe of 5.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 14.09 | Long | 100.0% | +3.85% | 5.37 | 6 |
| 21.08 → 14.09 | Long | 100.0% | +3.70% | 6.14 | 6 |
| 20.08 → 15.09 | Long | 100.0% | +3.67% | 5.03 | 6 |
| 21.08 → 12.09 | Long | 100.0% | +3.55% | 5.35 | 6 |
| 21.08 → 15.09 | Long | 100.0% | +3.52% | 5.70 | 6 |
| 21.08 → 11.09 | Long | 100.0% | +3.34% | 4.75 | 6 |
| 22.08 → 14.09 | Long | 100.0% | +3.14% | 4.62 | 6 |
| 22.08 → 12.09 | Long | 100.0% | +2.99% | 4.08 | 6 |