Over 2022 to 2025 (4 years of data), IPGPUSUSD has tended to move long between 09.07 and 27.07, closing higher in 100.0% of those years for an average +7.21% move and an annualized Sharpe of 8.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 27.07 | Long | 100.0% | +7.21% | 8.21 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +7.04% | 7.12 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +6.75% | 6.56 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +6.24% | 8.18 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +5.87% | 18.27 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +5.80% | 17.07 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +5.62% | 9.78 | 4 |
| 07.07 → 17.07 | Long | 100.0% | +5.60% | 11.69 | 4 |