Over 2018 to 2025 (8 years of data), IPGUSUSD has tended to move long between 10.07 and 15.07, closing higher in 87.5% of those years for an average +2.62% move and an annualized Sharpe of 5.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 15.07 | Long | 87.5% | +2.62% | 5.39 | 8 |
| 11.07 → 15.07 | Long | 87.5% | +1.93% | 6.59 | 8 |
| 10.07 → 26.07 | Long | 75.0% | +3.25% | 2.10 | 8 |
| 07.07 → 26.07 | Long | 75.0% | +3.20% | 1.97 | 8 |
| 10.07 → 27.07 | Long | 75.0% | +3.03% | 1.86 | 8 |
| 07.07 → 27.07 | Long | 75.0% | +2.98% | 1.76 | 8 |
| 10.07 → 28.08 | Long | 75.0% | +2.97% | 0.79 | 8 |
| 07.07 → 28.08 | Long | 75.0% | +2.95% | 0.75 | 8 |