Over 2018 to 2025 (8 years of data), FOXAUSUSD has tended to move long between 27.08 and 30.08, closing higher in 100.0% of those years for an average +2.00% move and an annualized Sharpe of 16.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 30.08 | Long | 100.0% | +2.00% | 16.10 | 8 |
| 27.08 → 31.08 | Long | 100.0% | +2.00% | 12.44 | 8 |
| 25.08 → 30.08 | Long | 100.0% | +1.80% | 8.20 | 8 |
| 25.08 → 31.08 | Long | 100.0% | +1.79% | 7.83 | 8 |
| 24.08 → 29.08 | Long | 100.0% | +1.78% | 6.83 | 8 |
| 28.08 → 31.08 | Long | 100.0% | +1.69% | 12.11 | 8 |
| 25.08 → 29.08 | Long | 100.0% | +1.29% | 10.73 | 8 |
| 24.08 → 27.08 | Long | 100.0% | +1.18% | 6.72 | 8 |