Over 2022 to 2025 (4 years of data), FCNCAUSUSD has tended to move long between 09.07 and 26.07, closing higher in 100.0% of those years for an average +11.56% move and an annualized Sharpe of 5.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 26.07 | Long | 100.0% | +11.56% | 5.62 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +10.79% | 5.04 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +10.55% | 5.42 | 4 |
| 09.07 → 25.07 | Long | 100.0% | +10.02% | 5.39 | 4 |
| 08.07 → 25.07 | Long | 100.0% | +9.24% | 4.91 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +9.01% | 5.34 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +7.02% | 6.78 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +6.80% | 6.54 | 4 |