Over 1998 to 2025 (28 years of data), USDHUF has tended to move short between 09.07 and 07.08, closing higher in 78.6% of those years for an average +1.32% move and an annualized Sharpe of 1.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.08 | Short | 78.6% | +1.32% | 1.56 | 28 |
| 07.07 → 11.08 | Short | 75.0% | +1.16% | 1.09 | 28 |
| 07.07 → 10.08 | Short | 75.0% | +1.10% | 1.09 | 28 |
| 08.07 → 11.08 | Short | 75.0% | +1.07% | 0.99 | 28 |
| 11.07 → 08.08 | Short | 75.0% | +1.06% | 1.17 | 28 |
| 09.07 → 11.08 | Short | 75.0% | +1.03% | 0.99 | 28 |
| 07.07 → 07.08 | Short | 71.4% | +1.44% | 1.62 | 28 |
| 07.07 → 26.07 | Short | 71.4% | +1.24% | 2.63 | 28 |