Over 1999 to 2025 (27 years of data), USDPLN has tended to move short between 09.07 and 20.07, closing higher in 85.2% of those years for an average +1.13% move and an annualized Sharpe of 4.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.07 | Short | 85.2% | +1.13% | 4.28 | 27 |
| 09.07 → 29.07 | Short | 81.5% | +1.49% | 2.91 | 27 |
| 07.07 → 22.07 | Short | 81.5% | +1.25% | 3.65 | 27 |
| 08.07 → 22.07 | Short | 81.5% | +1.22% | 3.58 | 27 |
| 11.07 → 22.07 | Short | 81.5% | +1.21% | 4.35 | 27 |
| 08.07 → 20.07 | Short | 81.5% | +1.08% | 4.00 | 27 |
| 11.07 → 20.07 | Short | 81.5% | +1.07% | 4.80 | 27 |
| 07.07 → 28.07 | Short | 77.8% | +1.50% | 2.83 | 27 |