Over 1991 to 2025 (35 years of data), USDSGD has tended to move short between 25.08 and 21.09, closing higher in 68.6% of those years for an average +0.14% move and an annualized Sharpe of 0.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 21.09 | Short | 68.6% | +0.14% | 0.30 | 35 |
| 27.08 → 12.09 | Short | 65.7% | +0.24% | 1.18 | 35 |
| 27.08 → 21.09 | Short | 65.7% | +0.16% | 0.36 | 35 |
| 23.08 → 07.09 | Short | 65.7% | +0.14% | 0.91 | 35 |
| 23.08 → 01.09 | Short | 65.7% | +0.10% | 1.04 | 35 |
| 21.08 → 07.09 | Short | 62.9% | +0.16% | 0.89 | 35 |
| 25.08 → 13.09 | Short | 62.9% | +0.16% | 0.68 | 35 |
| 21.08 → 20.09 | Short | 62.9% | +0.15% | 0.36 | 35 |