Over 2022 to 2025 (4 years of data), PEAKUSUSD has tended to move long between 09.07 and 23.07, closing higher in 100.0% of those years for an average +5.52% move and an annualized Sharpe of 10.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.07 | Long | 100.0% | +5.52% | 10.66 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +5.42% | 12.45 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +5.26% | 13.58 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.16% | 14.43 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +5.01% | 11.93 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +5.01% | 14.24 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +4.91% | 15.63 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +4.76% | 15.97 | 4 |