Over 2023 to 2025 (3 years of data), DFNGGBGBP has tended to move long between 22.08 and 09.10, closing higher in 100.0% of those years for an average +10.60% move and an annualized Sharpe of 4.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 09.10 | Long | 100.0% | +10.60% | 4.64 | 3 |
| 22.08 → 08.10 | Long | 100.0% | +10.32% | 4.31 | 3 |
| 23.08 → 09.10 | Long | 100.0% | +9.80% | 4.57 | 3 |
| 22.08 → 12.10 | Long | 100.0% | +9.77% | 12.91 | 3 |
| 26.08 → 09.10 | Long | 100.0% | +9.70% | 4.60 | 3 |
| 25.08 → 09.10 | Long | 100.0% | +9.61% | 4.43 | 3 |
| 24.08 → 09.10 | Long | 100.0% | +9.58% | 4.34 | 3 |
| 22.08 → 18.10 | Long | 100.0% | +9.56% | 91.12 | 3 |