Over 2022 to 2025 (4 years of data), IPGPUSUSD has tended to move short between 14.08 and 12.09, closing higher in 100.0% of those years for an average +4.21% move and an annualized Sharpe of 3.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 12.09 | Short | 100.0% | +4.21% | 3.84 | 4 |
| 12.08 → 15.08 | Long | 100.0% | +2.91% | 29.52 | 4 |
| 18.08 → 04.10 | Long | 75.0% | +5.68% | 2.04 | 4 |
| 18.08 → 26.08 | Long | 75.0% | +4.53% | 4.92 | 4 |
| 14.08 → 08.09 | Short | 75.0% | +4.51% | 2.75 | 4 |
| 18.08 → 23.08 | Long | 75.0% | +4.45% | 7.69 | 4 |
| 18.08 → 28.08 | Long | 75.0% | +4.42% | 3.69 | 4 |
| 14.08 → 09.09 | Short | 75.0% | +4.40% | 3.32 | 4 |