Over 2022 to 2025 (4 years of data), OUSUSD has tended to move long between 10.07 and 25.07, closing higher in 100.0% of those years for an average +5.64% move and an annualized Sharpe of 11.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 25.07 | Long | 100.0% | +5.64% | 11.20 | 4 |
| 09.07 → 25.07 | Long | 100.0% | +5.46% | 10.87 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +5.33% | 6.89 | 4 |
| 10.07 → 06.08 | Long | 100.0% | +5.31% | 3.57 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +5.27% | 8.38 | 4 |
| 08.07 → 25.07 | Long | 100.0% | +5.24% | 8.65 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +5.21% | 10.95 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +5.15% | 6.79 | 4 |