Over 1999 to 2025 (27 years of data), USDPLN has tended to move long between 28.07 and 30.08, closing higher in 70.4% of those years for an average +1.23% move and an annualized Sharpe of 1.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 30.08 | Long | 70.4% | +1.23% | 1.44 | 27 |
| 28.07 → 01.09 | Long | 70.4% | +1.09% | 1.12 | 27 |
| 28.07 → 05.09 | Long | 66.7% | +1.50% | 1.03 | 27 |
| 27.07 → 03.09 | Long | 66.7% | +1.20% | 0.94 | 27 |
| 28.07 → 28.08 | Long | 66.7% | +1.09% | 1.29 | 27 |
| 28.07 → 26.08 | Long | 66.7% | +1.05% | 1.32 | 27 |
| 28.07 → 19.08 | Long | 66.7% | +0.91% | 1.46 | 27 |
| 28.07 → 21.08 | Long | 66.7% | +0.91% | 1.38 | 27 |