Over 2022 to 2025 (4 years of data), FRCUSUSD has tended to move long between 11.07 and 15.08, closing higher in 25.0% of those years for an average +4.97% move and an annualized Sharpe of 1.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.08 | Long | 25.0% | +4.97% | 1.86 | 4 |
| 11.07 → 14.08 | Long | 25.0% | +4.77% | 1.89 | 4 |
| 11.07 → 11.08 | Long | 25.0% | +4.75% | 1.98 | 4 |
| 11.07 → 12.08 | Long | 25.0% | +4.75% | 1.95 | 4 |
| 11.07 → 13.08 | Long | 25.0% | +4.75% | 1.92 | 4 |
| 11.07 → 16.08 | Long | 25.0% | +4.41% | 1.84 | 4 |
| 11.07 → 17.08 | Long | 25.0% | +4.25% | 1.81 | 4 |
| 11.07 → 10.08 | Long | 25.0% | +4.24% | 2.01 | 4 |