Over 2017 to 2025 (9 years of data), USBUSUSD has tended to move long between 21.07 and 29.07, closing higher in 100.0% of those years for an average +2.53% move and an annualized Sharpe of 9.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 29.07 | Long | 100.0% | +2.53% | 9.31 | 8 |
| 21.07 → 30.07 | Long | 87.5% | +2.11% | 7.46 | 8 |
| 21.07 → 11.09 | Long | 87.5% | +1.91% | 1.19 | 8 |
| 21.07 → 24.07 | Long | 87.5% | +1.66% | 12.36 | 8 |
| 25.07 → 29.07 | Long | 87.5% | +1.53% | 8.67 | 8 |
| 22.07 → 27.07 | Long | 87.5% | +1.50% | 8.17 | 8 |
| 27.07 → 04.08 | Short | 75.0% | +2.43% | 4.19 | 8 |
| 22.07 → 29.07 | Long | 75.0% | +2.22% | 7.52 | 8 |