Over 1999 to 2025 (27 years of data), NZDSGD has tended to move short between 14.08 and 24.08, closing higher in 71.4% of those years for an average +0.58% move and an annualized Sharpe of 1.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 24.08 | Short | 71.4% | +0.58% | 1.91 | 21 |
| 18.08 → 25.08 | Short | 71.4% | +0.48% | 1.99 | 21 |
| 16.08 → 24.08 | Short | 71.4% | +0.41% | 1.54 | 21 |
| 17.08 → 24.08 | Short | 71.4% | +0.39% | 1.33 | 21 |
| 13.08 → 27.09 | Short | 66.7% | +0.77% | 0.55 | 21 |
| 18.08 → 05.09 | Short | 66.7% | +0.76% | 1.51 | 21 |
| 14.08 → 25.08 | Short | 66.7% | +0.66% | 2.13 | 21 |
| 14.08 → 23.08 | Short | 66.7% | +0.61% | 2.01 | 21 |