Over 2022 to 2025 (4 years of data), FLUSUSD has tended to move long between 25.07 and 15.08, closing higher in 100.0% of those years for an average +11.78% move and an annualized Sharpe of 4.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 15.08 | Long | 100.0% | +11.78% | 4.23 | 4 |
| 26.07 → 15.08 | Long | 100.0% | +11.71% | 4.62 | 4 |
| 23.07 → 15.08 | Long | 100.0% | +11.34% | 3.91 | 4 |
| 24.07 → 15.08 | Long | 100.0% | +11.26% | 4.01 | 4 |
| 25.07 → 13.08 | Long | 100.0% | +11.15% | 4.93 | 4 |
| 26.07 → 13.08 | Long | 100.0% | +11.11% | 5.28 | 4 |
| 22.07 → 15.08 | Long | 100.0% | +10.82% | 3.81 | 4 |
| 23.07 → 13.08 | Long | 100.0% | +10.71% | 4.52 | 4 |