Over 2017 to 2025 (9 years of data), AZNUSUSD has tended to move long between 08.07 and 20.08, closing higher in 88.9% of those years for an average +4.85% move and an annualized Sharpe of 1.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 20.08 | Long | 88.9% | +4.85% | 1.73 | 9 |
| 08.07 → 21.08 | Long | 88.9% | +4.85% | 1.70 | 9 |
| 08.07 → 19.08 | Long | 88.9% | +4.56% | 1.70 | 9 |
| 08.07 → 18.08 | Long | 88.9% | +4.08% | 1.62 | 9 |
| 07.07 → 25.07 | Long | 88.9% | +3.30% | 3.93 | 9 |
| 07.07 → 24.07 | Long | 88.9% | +3.10% | 5.10 | 9 |
| 10.07 → 25.07 | Long | 88.9% | +2.82% | 3.81 | 9 |
| 10.07 → 24.07 | Long | 88.9% | +2.62% | 5.04 | 9 |