Over 2022 to 2025 (4 years of data), FNDUSUSD has tended to move long between 07.07 and 15.08, closing higher in 100.0% of those years for an average +14.36% move and an annualized Sharpe of 2.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 100.0% | +14.36% | 2.84 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +13.88% | 2.81 | 4 |
| 07.07 → 14.08 | Long | 100.0% | +13.11% | 3.16 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +12.93% | 3.57 | 4 |
| 09.07 → 12.08 | Long | 100.0% | +12.91% | 3.80 | 4 |
| 08.07 → 14.08 | Long | 100.0% | +12.63% | 3.13 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +12.59% | 3.25 | 4 |
| 09.07 → 22.08 | Long | 100.0% | +12.42% | 4.37 | 4 |