Over 2017 to 2025 (9 years of data), FCXUSUSD has tended to move long between 23.08 and 29.08, closing higher in 100.0% of those years for an average +3.93% move and an annualized Sharpe of 11.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 29.08 | Long | 100.0% | +3.93% | 11.32 | 8 |
| 21.08 → 29.08 | Long | 87.5% | +4.57% | 8.75 | 8 |
| 22.08 → 29.08 | Long | 87.5% | +4.25% | 9.13 | 8 |
| 21.08 → 28.08 | Long | 87.5% | +3.96% | 6.79 | 8 |
| 21.08 → 30.08 | Long | 87.5% | +3.57% | 6.20 | 8 |
| 23.08 → 28.08 | Long | 87.5% | +3.31% | 8.80 | 8 |
| 21.08 → 27.08 | Long | 87.5% | +3.24% | 6.03 | 8 |
| 21.08 → 26.08 | Long | 87.5% | +3.21% | 7.12 | 8 |