Over 2022 to 2025 (4 years of data), FIVEUSUSD has tended to move long between 11.07 and 16.07, closing higher in 100.0% of those years for an average +3.62% move and an annualized Sharpe of 13.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 100.0% | +3.62% | 13.15 | 4 |
| 11.07 → 14.07 | Long | 100.0% | +2.34% | 32.21 | 4 |
| 12.07 → 16.07 | Long | 75.0% | +2.77% | 8.39 | 4 |
| 13.07 → 16.07 | Long | 75.0% | +2.38% | 8.22 | 4 |
| 11.07 → 15.07 | Long | 75.0% | +2.17% | 8.59 | 4 |
| 12.07 → 15.07 | Long | 75.0% | +1.34% | 4.26 | 4 |
| 10.07 → 14.07 | Long | 75.0% | +0.97% | 4.21 | 4 |
| 09.07 → 14.07 | Long | 75.0% | +0.94% | 2.96 | 4 |