Over 2022 to 2025 (4 years of data), FDSUSUSD has tended to move long between 09.07 and 28.07, closing higher in 75.0% of those years for an average +4.68% move and an annualized Sharpe of 2.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 75.0% | +4.68% | 2.23 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +4.52% | 2.40 | 4 |
| 10.07 → 16.07 | Long | 75.0% | +4.31% | 6.00 | 4 |
| 09.07 → 27.07 | Long | 75.0% | +4.08% | 2.00 | 4 |
| 09.07 → 20.07 | Long | 75.0% | +4.07% | 2.92 | 4 |
| 09.07 → 30.07 | Long | 75.0% | +3.96% | 1.66 | 4 |
| 10.07 → 27.07 | Long | 75.0% | +3.91% | 2.16 | 4 |
| 10.07 → 29.07 | Long | 75.0% | +3.91% | 1.89 | 4 |