United States
Over 2018 to 2025 (8 years of data), FOXAUSUSD has tended to move long between 07.10 and 02.12, closing higher in 87.5% of those years for an average +5.59% move and an annualized Sharpe of 1.60.
Best window
07.10 - 02.12
Direction
Long
Win rate
87.5%
Avg return
+5.59%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 02.12 | Long | 87.5% | +5.59% | 1.60 | 8 |
| 09.10 → 02.12 | Long | 87.5% | +5.49% | 1.54 | 8 |
| 07.10 → 04.12 | Long | 87.5% |
| +5.36% |
| 1.68 |
| 8 |
| 09.10 → 04.12 | Long | 87.5% | +5.28% | 1.56 | 8 |
| 07.10 → 03.12 | Long | 87.5% | +5.20% | 1.62 | 8 |
| 08.10 → 02.12 | Long | 87.5% | +5.17% | 1.37 | 8 |
| 06.10 → 02.12 | Long | 87.5% | +5.13% | 1.48 | 8 |
| 09.10 → 03.12 | Long | 87.5% | +5.11% | 1.53 | 8 |