Over 2022 to 2025 (4 years of data), POOLUSUSD has tended to move long between 07.07 and 12.08, closing higher in 100.0% of those years for an average +7.82% move and an annualized Sharpe of 4.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.08 | Long | 100.0% | +7.82% | 4.51 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +7.57% | 4.03 | 4 |
| 08.07 → 12.08 | Long | 100.0% | +7.34% | 4.53 | 4 |
| 13.07 → 12.08 | Long | 100.0% | +7.26% | 17.49 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +7.24% | 7.29 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +7.11% | 3.91 | 4 |
| 07.07 → 15.08 | Long | 100.0% | +7.10% | 3.75 | 4 |
| 13.07 → 13.08 | Long | 100.0% | +6.99% | 29.33 | 4 |