Over 1991 to 2025 (35 years of data), USDSGD has tended to move short between 07.07 and 27.07, closing higher in 68.6% of those years for an average +0.49% move and an annualized Sharpe of 2.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Short | 68.6% | +0.49% | 2.33 | 35 |
| 07.07 → 31.07 | Short | 68.6% | +0.38% | 1.39 | 35 |
| 11.07 → 21.07 | Short | 68.6% | +0.32% | 2.51 | 35 |
| 09.07 → 21.07 | Short | 68.6% | +0.31% | 2.06 | 35 |
| 10.07 → 21.07 | Short | 68.6% | +0.29% | 1.98 | 35 |
| 09.07 → 20.07 | Short | 68.6% | +0.27% | 1.85 | 35 |
| 13.07 → 21.07 | Short | 68.6% | +0.20% | 2.09 | 35 |
| 09.07 → 19.07 | Short | 68.6% | +0.19% | 1.40 | 35 |