Over 2023 to 2025 (3 years of data), DFNGGBGBP has tended to move long between 18.08 and 09.10, closing higher in 100.0% of those years for an average +9.60% move and an annualized Sharpe of 5.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 09.10 | Long | 100.0% | +9.60% | 5.00 | 3 |
| 18.08 → 08.10 | Long | 100.0% | +9.31% | 4.50 | 3 |
| 13.08 → 09.10 | Long | 100.0% | +9.04% | 3.44 | 3 |
| 12.08 → 09.10 | Long | 100.0% | +9.00% | 3.43 | 3 |
| 17.08 → 09.10 | Long | 100.0% | +8.98% | 4.18 | 3 |
| 14.08 → 09.10 | Long | 100.0% | +8.87% | 3.43 | 3 |
| 18.08 → 12.10 | Long | 100.0% | +8.81% | 11.00 | 3 |
| 13.08 → 08.10 | Long | 100.0% | +8.75% | 3.28 | 3 |