Over 2022 to 2025 (4 years of data), FLUSUSD has tended to move short between 21.08 and 03.10, closing higher in 100.0% of those years for an average +19.42% move and an annualized Sharpe of 6.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 03.10 | Short | 100.0% | +19.42% | 6.17 | 4 |
| 21.08 → 05.10 | Short | 100.0% | +19.06% | 5.67 | 4 |
| 21.08 → 02.10 | Short | 100.0% | +18.86% | 6.41 | 4 |
| 21.08 → 06.10 | Short | 100.0% | +18.62% | 5.77 | 4 |
| 21.08 → 04.10 | Short | 100.0% | +18.49% | 6.10 | 4 |
| 21.08 → 01.10 | Short | 100.0% | +18.26% | 6.61 | 4 |
| 21.08 → 30.09 | Short | 100.0% | +18.14% | 6.95 | 4 |
| 21.08 → 29.09 | Short | 100.0% | +18.06% | 5.86 | 4 |