Over 1999 to 2025 (27 years of data), NZDSGD has tended to move short between 09.07 and 26.08, closing higher in 63.0% of those years for an average +1.08% move and an annualized Sharpe of 0.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 26.08 | Short | 63.0% | +1.08% | 0.78 | 27 |
| 09.07 → 24.08 | Short | 63.0% | +1.05% | 0.80 | 27 |
| 09.07 → 27.08 | Short | 59.3% | +1.09% | 0.73 | 27 |
| 09.07 → 25.08 | Short | 59.3% | +1.08% | 0.83 | 27 |
| 07.07 → 25.08 | Short | 59.3% | +1.04% | 0.73 | 27 |
| 07.07 → 26.08 | Short | 59.3% | +1.03% | 0.68 | 27 |
| 07.07 → 24.08 | Short | 59.3% | +1.00% | 0.71 | 27 |
| 09.07 → 23.08 | Short | 59.3% | +0.92% | 0.70 | 27 |