Over 2022 to 2025 (4 years of data), FLUSUSD has tended to move long between 13.07 and 13.08, closing higher in 100.0% of those years for an average +15.44% move and an annualized Sharpe of 3.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 13.08 | Long | 100.0% | +15.44% | 3.72 | 4 |
| 12.07 → 13.08 | Long | 100.0% | +13.91% | 3.72 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +10.69% | 4.69 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +10.25% | 4.60 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +10.06% | 4.62 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +9.33% | 4.68 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +8.89% | 4.60 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +8.70% | 4.62 | 4 |