Over 2020 to 2025 (6 years of data), AWAYUSUSD has tended to move long between 22.08 and 14.09, closing higher in 100.0% of those years for an average +3.14% move and an annualized Sharpe of 4.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 14.09 | Long | 100.0% | +3.14% | 4.62 | 6 |
| 22.08 → 12.09 | Long | 100.0% | +2.99% | 4.08 | 6 |
| 22.08 → 15.09 | Long | 100.0% | +2.97% | 4.28 | 6 |
| 28.08 → 31.08 | Long | 100.0% | +1.70% | 9.56 | 5 |
| 27.08 → 31.08 | Long | 100.0% | +1.16% | 14.21 | 5 |
| 22.08 → 01.09 | Long | 83.3% | +3.45% | 5.85 | 6 |
| 22.08 → 31.08 | Long | 83.3% | +3.11% | 6.96 | 6 |
| 23.08 → 01.09 | Long | 83.3% | +3.08% | 5.28 | 6 |