Over 1999 to 2025 (27 years of data), USDPLN has tended to move long between 25.08 and 01.10, closing higher in 70.4% of those years for an average +1.29% move and an annualized Sharpe of 0.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 01.10 | Long | 70.4% | +1.29% | 0.88 | 27 |
| 25.08 → 28.09 | Long | 70.4% | +1.23% | 1.00 | 27 |
| 25.08 → 29.09 | Long | 70.4% | +1.14% | 0.97 | 27 |
| 24.08 → 07.10 | Long | 70.4% | +1.07% | 0.63 | 27 |
| 22.08 → 05.09 | Long | 70.4% | +0.64% | 1.26 | 27 |
| 23.08 → 04.09 | Long | 70.4% | +0.56% | 1.44 | 27 |
| 26.08 → 03.09 | Long | 70.4% | +0.47% | 1.75 | 27 |
| 21.08 → 02.09 | Long | 70.4% | +0.37% | 1.14 | 27 |