Over 2020 to 2025 (6 years of data), SUASGBUSD has tended to move long between 07.07 and 28.08, closing higher in 100.0% of those years for an average +4.76% move and an annualized Sharpe of 3.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.08 | Long | 100.0% | +4.76% | 3.04 | 6 |
| 08.07 → 28.08 | Long | 100.0% | +4.65% | 3.10 | 6 |
| 10.07 → 28.08 | Long | 100.0% | +4.65% | 2.54 | 6 |
| 07.07 → 29.08 | Long | 100.0% | +4.48% | 2.99 | 6 |
| 09.07 → 28.08 | Long | 100.0% | +4.48% | 3.09 | 6 |
| 07.07 → 30.08 | Long | 100.0% | +4.40% | 2.85 | 6 |
| 08.07 → 29.08 | Long | 100.0% | +4.37% | 2.97 | 6 |
| 10.07 → 29.08 | Long | 100.0% | +4.37% | 2.53 | 6 |