Over 2023 to 2025 (3 years of data), DFNGGBGBP has tended to move long between 07.07 and 01.09, closing higher in 100.0% of those years for an average +6.06% move and an annualized Sharpe of 16.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 01.09 | Long | 100.0% | +6.06% | 16.83 | 3 |
| 07.07 → 31.08 | Long | 100.0% | +5.88% | 16.59 | 3 |
| 07.07 → 29.08 | Long | 100.0% | +5.82% | 10.54 | 3 |
| 08.07 → 01.09 | Long | 100.0% | +5.80% | 19.59 | 3 |
| 07.07 → 02.09 | Long | 100.0% | +5.78% | 20.03 | 3 |
| 09.07 → 01.09 | Long | 100.0% | +5.64% | 28.75 | 3 |
| 08.07 → 31.08 | Long | 100.0% | +5.62% | 17.62 | 3 |
| 08.07 → 29.08 | Long | 100.0% | +5.56% | 9.72 | 3 |