Over 2017 to 2025 (9 years of data), FCXUSUSD has tended to move short between 10.07 and 18.08, closing higher in 75.0% of those years for an average +6.13% move and an annualized Sharpe of 1.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 18.08 | Short | 75.0% | +6.13% | 1.53 | 8 |
| 11.07 → 18.08 | Short | 75.0% | +6.05% | 1.51 | 8 |
| 12.07 → 18.08 | Short | 75.0% | +5.83% | 1.46 | 8 |
| 11.07 → 16.08 | Short | 75.0% | +5.67% | 1.56 | 8 |
| 10.07 → 17.08 | Short | 75.0% | +5.65% | 1.41 | 8 |
| 11.07 → 17.08 | Short | 75.0% | +5.55% | 1.36 | 8 |
| 13.07 → 18.08 | Short | 75.0% | +5.53% | 1.38 | 8 |
| 10.07 → 20.08 | Short | 75.0% | +5.52% | 1.33 | 8 |