Over 1990 to 2025 (36 years of data), USDDKK has tended to move long between 26.08 and 03.09, closing higher in 63.9% of those years for an average +0.04% move and an annualized Sharpe of 0.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 03.09 | Long | 63.9% | +0.04% | 0.19 | 36 |
| 23.08 → 17.09 | Short | 61.1% | +0.17% | 0.24 | 36 |
| 25.08 → 03.09 | Long | 61.1% | +0.06% | 0.23 | 36 |
| 24.08 → 21.09 | Short | 58.3% | +0.41% | 0.54 | 36 |
| 25.08 → 21.09 | Short | 58.3% | +0.34% | 0.44 | 36 |
| 23.08 → 18.09 | Short | 58.3% | +0.20% | 0.29 | 36 |
| 25.08 → 02.09 | Long | 58.3% | +0.08% | 0.43 | 36 |
| 22.08 → 28.08 | Long | 58.3% | +0.06% | 0.47 | 36 |