Over 2017 to 2025 (9 years of data), FUSUSD has tended to move long between 20.08 and 29.08, closing higher in 100.0% of those years for an average +2.39% move and an annualized Sharpe of 10.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 29.08 | Long | 100.0% | +2.39% | 10.50 | 8 |
| 20.08 → 30.08 | Long | 100.0% | +2.12% | 9.44 | 8 |
| 21.08 → 29.08 | Long | 100.0% | +2.02% | 14.15 | 8 |
| 20.08 → 18.09 | Long | 87.5% | +2.16% | 3.77 | 8 |
| 21.08 → 28.08 | Long | 87.5% | +1.80% | 9.89 | 8 |
| 20.08 → 01.09 | Long | 87.5% | +1.77% | 5.78 | 8 |
| 20.08 → 02.09 | Long | 87.5% | +1.76% | 5.91 | 8 |
| 21.08 → 30.08 | Long | 87.5% | +1.76% | 8.19 | 8 |