Over 2022 to 2025 (4 years of data), AXTAUSUSD has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +2.42% move and an annualized Sharpe of 11.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +2.42% | 11.07 | 4 |
| 07.07 → 22.07 | Long | 75.0% | +4.53% | 3.92 | 4 |
| 08.07 → 22.07 | Long | 75.0% | +4.00% | 3.49 | 4 |
| 07.07 → 21.07 | Long | 75.0% | +3.88% | 3.42 | 4 |
| 09.07 → 22.07 | Long | 75.0% | +3.66% | 3.22 | 4 |
| 12.07 → 08.08 | Short | 75.0% | +3.36% | 1.31 | 4 |
| 08.07 → 21.07 | Long | 75.0% | +3.35% | 2.98 | 4 |
| 07.07 → 24.07 | Long | 75.0% | +3.24% | 2.53 | 4 |