Over 2017 to 2025 (9 years of data), FXIUSUSD has tended to move short between 13.07 and 19.08, closing higher in 77.8% of those years for an average +4.14% move and an annualized Sharpe of 2.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.08 | Short | 77.8% | +4.14% | 2.54 | 9 |
| 13.07 → 18.08 | Short | 77.8% | +4.11% | 2.71 | 9 |
| 13.07 → 20.08 | Short | 77.8% | +3.96% | 2.34 | 9 |
| 13.07 → 17.08 | Short | 77.8% | +3.94% | 2.66 | 9 |
| 13.07 → 16.08 | Short | 77.8% | +3.92% | 2.88 | 9 |
| 13.07 → 14.08 | Short | 77.8% | +3.90% | 3.19 | 9 |
| 12.07 → 19.08 | Short | 77.8% | +3.87% | 2.31 | 9 |
| 12.07 → 18.08 | Short | 77.8% | +3.84% | 2.45 | 9 |