Over 2022 to 2025 (4 years of data), AWKUSUSD has tended to move short between 16.08 and 12.10, closing higher in 100.0% of those years for an average +9.73% move and an annualized Sharpe of 3.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 12.10 | Short | 100.0% | +9.73% | 3.09 | 4 |
| 21.08 → 12.10 | Short | 100.0% | +9.65% | 3.36 | 4 |
| 20.08 → 12.10 | Short | 100.0% | +9.58% | 3.28 | 4 |
| 16.08 → 09.10 | Short | 100.0% | +9.55% | 3.60 | 4 |
| 16.08 → 06.10 | Short | 100.0% | +9.52% | 4.13 | 4 |
| 21.08 → 09.10 | Short | 100.0% | +9.46% | 4.00 | 4 |
| 21.08 → 06.10 | Short | 100.0% | +9.43% | 4.63 | 4 |
| 20.08 → 09.10 | Short | 100.0% | +9.39% | 3.88 | 4 |