Over 2017 to 2025 (9 years of data), FCXUSUSD has tended to move long between 20.08 and 30.08, closing higher in 100.0% of those years for an average +4.07% move and an annualized Sharpe of 5.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 30.08 | Long | 100.0% | +4.07% | 5.26 | 8 |
| 16.08 → 29.08 | Long | 100.0% | +3.48% | 5.29 | 8 |
| 21.08 → 29.08 | Long | 87.5% | +4.57% | 8.75 | 8 |
| 19.08 → 29.08 | Long | 87.5% | +4.54% | 6.34 | 8 |
| 18.08 → 29.08 | Long | 87.5% | +4.05% | 6.70 | 8 |
| 21.08 → 28.08 | Long | 87.5% | +3.96% | 6.79 | 8 |
| 19.08 → 28.08 | Long | 87.5% | +3.93% | 5.09 | 8 |
| 20.08 → 27.08 | Long | 87.5% | +3.73% | 5.36 | 8 |