Over 2018 to 2025 (8 years of data), FOXAUSUSD has tended to move long between 09.07 and 25.07, closing higher in 87.5% of those years for an average +2.17% move and an annualized Sharpe of 2.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 25.07 | Long | 87.5% | +2.17% | 2.19 | 8 |
| 09.07 → 30.08 | Long | 75.0% | +4.03% | 1.18 | 8 |
| 09.07 → 29.08 | Long | 75.0% | +3.94% | 1.19 | 8 |
| 09.07 → 28.08 | Long | 75.0% | +3.65% | 1.06 | 8 |
| 10.07 → 30.08 | Long | 75.0% | +3.64% | 1.16 | 8 |
| 10.07 → 29.08 | Long | 75.0% | +3.55% | 1.16 | 8 |
| 09.07 → 13.08 | Long | 75.0% | +3.16% | 1.40 | 8 |
| 13.07 → 13.08 | Long | 75.0% | +3.00% | 1.53 | 8 |