Over 2020 to 2025 (6 years of data), AWAYUSUSD has tended to move short between 13.07 and 20.08, closing higher in 83.3% of those years for an average +3.05% move and an annualized Sharpe of 1.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.08 | Short | 83.3% | +3.05% | 1.25 | 6 |
| 13.07 → 02.08 | Short | 83.3% | +2.90% | 1.79 | 6 |
| 11.07 → 20.08 | Short | 83.3% | +2.87% | 1.19 | 6 |
| 13.07 → 19.08 | Short | 83.3% | +2.87% | 1.22 | 6 |
| 13.07 → 18.08 | Short | 83.3% | +2.83% | 1.20 | 6 |
| 12.07 → 20.08 | Short | 83.3% | +2.78% | 1.12 | 6 |
| 11.07 → 19.08 | Short | 83.3% | +2.69% | 1.15 | 6 |
| 12.07 → 02.08 | Short | 83.3% | +2.64% | 1.61 | 6 |