Over 2017 to 2025 (9 years of data), AXPUSUSD has tended to move short between 24.07 and 02.08, closing higher in 100.0% of those years for an average +2.17% move and an annualized Sharpe of 9.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 02.08 | Short | 100.0% | +2.17% | 9.60 | 8 |
| 25.07 → 02.08 | Short | 100.0% | +1.83% | 12.09 | 8 |
| 28.07 → 04.08 | Short | 87.5% | +2.47% | 5.44 | 8 |
| 26.07 → 04.08 | Short | 87.5% | +2.36% | 5.47 | 8 |
| 27.07 → 04.08 | Short | 87.5% | +2.22% | 4.43 | 8 |
| 27.07 → 03.08 | Short | 87.5% | +2.19% | 4.89 | 8 |
| 28.07 → 02.08 | Short | 87.5% | +2.16% | 8.95 | 8 |
| 25.07 → 04.08 | Short | 87.5% | +2.15% | 5.19 | 8 |