Over 2017 to 2025 (9 years of data), AXPUSUSD has tended to move long between 08.07 and 22.07, closing higher in 87.5% of those years for an average +2.84% move and an annualized Sharpe of 4.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 87.5% | +2.84% | 4.85 | 8 |
| 08.07 → 17.07 | Long | 87.5% | +2.54% | 5.82 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +2.48% | 3.55 | 8 |
| 08.07 → 16.07 | Long | 87.5% | +2.43% | 7.63 | 8 |
| 09.07 → 22.07 | Long | 87.5% | +2.37% | 4.12 | 8 |
| 07.07 → 16.07 | Long | 87.5% | +2.05% | 6.04 | 8 |
| 08.07 → 15.07 | Long | 87.5% | +2.01% | 6.41 | 8 |
| 08.07 → 21.07 | Long | 87.5% | +1.97% | 3.15 | 8 |