Over 2018 to 2025 (8 years of data), IPGUSUSD has tended to move long between 22.07 and 29.07, closing higher in 100.0% of those years for an average +4.56% move and an annualized Sharpe of 11.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 29.07 | Long | 100.0% | +4.56% | 11.94 | 8 |
| 22.07 → 30.07 | Long | 100.0% | +4.30% | 9.99 | 8 |
| 22.07 → 31.07 | Long | 100.0% | +4.25% | 8.66 | 8 |
| 22.07 → 27.07 | Long | 100.0% | +4.16% | 15.28 | 8 |
| 22.07 → 28.07 | Long | 100.0% | +3.99% | 15.07 | 8 |
| 22.07 → 25.07 | Long | 100.0% | +3.52% | 14.79 | 8 |
| 22.07 → 13.08 | Long | 87.5% | +3.90% | 3.16 | 8 |
| 22.07 → 16.08 | Long | 87.5% | +3.75% | 2.39 | 8 |