Over 2022 to 2025 (4 years of data), FIVEUSUSD has tended to move long between 25.08 and 18.10, closing higher in 100.0% of those years for an average +9.37% move and an annualized Sharpe of 4.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 18.10 | Long | 100.0% | +9.37% | 4.95 | 4 |
| 27.08 → 25.10 | Long | 100.0% | +9.14% | 3.29 | 4 |
| 26.08 → 25.10 | Long | 100.0% | +8.97% | 3.69 | 4 |
| 25.08 → 17.10 | Long | 100.0% | +8.25% | 4.32 | 4 |
| 25.08 → 19.10 | Long | 100.0% | +7.57% | 5.73 | 4 |
| 25.08 → 24.10 | Long | 100.0% | +7.50% | 6.92 | 4 |
| 25.08 → 23.10 | Long | 100.0% | +7.25% | 5.62 | 4 |
| 27.08 → 19.10 | Long | 100.0% | +7.20% | 4.77 | 4 |