Over 2017 to 2025 (9 years of data), AZOUSUSD has tended to move long between 07.07 and 15.07, closing higher in 75.0% of those years for an average +2.28% move and an annualized Sharpe of 8.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 75.0% | +2.28% | 8.41 | 8 |
| 07.07 → 18.07 | Long | 75.0% | +2.26% | 7.74 | 8 |
| 07.07 → 16.07 | Long | 75.0% | +2.13% | 8.77 | 8 |
| 08.07 → 15.07 | Long | 75.0% | +2.10% | 10.25 | 8 |
| 08.07 → 18.07 | Long | 75.0% | +2.08% | 7.54 | 8 |
| 08.07 → 16.07 | Long | 75.0% | +1.95% | 9.59 | 8 |
| 09.07 → 15.07 | Long | 75.0% | +1.95% | 10.18 | 8 |
| 09.07 → 18.07 | Long | 75.0% | +1.94% | 8.15 | 8 |