Over 2022 to 2025 (4 years of data), FCNCAUSUSD has tended to move long between 25.07 and 14.08, closing higher in 75.0% of those years for an average +11.16% move and an annualized Sharpe of 2.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 14.08 | Long | 75.0% | +11.16% | 2.97 | 4 |
| 25.07 → 16.08 | Long | 75.0% | +11.13% | 2.80 | 4 |
| 25.07 → 13.08 | Long | 75.0% | +10.88% | 2.91 | 4 |
| 25.07 → 15.08 | Long | 75.0% | +10.72% | 2.68 | 4 |
| 25.07 → 17.08 | Long | 75.0% | +10.43% | 2.60 | 4 |
| 23.07 → 16.08 | Long | 75.0% | +10.32% | 2.38 | 4 |
| 25.07 → 18.08 | Long | 75.0% | +10.31% | 2.52 | 4 |
| 23.07 → 14.08 | Long | 75.0% | +10.30% | 2.55 | 4 |