Over 2022 to 2025 (4 years of data), AZPNUSUSD has tended to move long between 13.07 and 11.09, closing higher in 75.0% of those years for an average +16.20% move and an annualized Sharpe of 3.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 75.0% | +16.20% | 3.11 | 4 |
| 12.07 → 10.09 | Long | 75.0% | +16.10% | 3.42 | 4 |
| 13.07 → 10.09 | Long | 75.0% | +15.79% | 3.33 | 4 |
| 12.07 → 09.09 | Long | 75.0% | +15.58% | 3.35 | 4 |
| 10.07 → 08.09 | Long | 75.0% | +15.56% | 4.21 | 4 |
| 12.07 → 08.09 | Long | 75.0% | +15.55% | 3.38 | 4 |
| 13.07 → 09.09 | Long | 75.0% | +15.27% | 3.24 | 4 |
| 10.07 → 01.09 | Long | 75.0% | +15.26% | 3.89 | 4 |