Over 2022 to 2025 (4 years of data), UAAUSUSD has tended to move long between 07.07 and 27.07, closing higher in 100.0% of those years for an average +5.30% move and an annualized Sharpe of 8.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 100.0% | +5.30% | 8.93 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.94% | 7.27 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +4.77% | 5.69 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +4.37% | 6.56 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +3.84% | 4.82 | 4 |
| 12.07 → 15.07 | Short | 100.0% | +3.73% | 19.07 | 4 |
| 11.07 → 15.07 | Short | 100.0% | +3.72% | 25.08 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +3.45% | 5.13 | 4 |