Over 1991 to 2025 (35 years of data), USDSGD has tended to move short between 27.07 and 31.07, closing higher in 74.3% of those years for an average +0.11% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 31.07 | Short | 74.3% | +0.11% | 2.14 | 35 |
| 24.07 → 28.07 | Short | 73.5% | +0.19% | 3.72 | 34 |
| 25.07 → 31.07 | Short | 71.4% | +0.20% | 2.31 | 35 |
| 25.07 → 29.07 | Short | 70.6% | +0.21% | 3.65 | 34 |
| 24.07 → 27.07 | Short | 70.6% | +0.14% | 2.98 | 34 |
| 27.07 → 30.07 | Short | 70.6% | +0.12% | 3.11 | 34 |
| 25.07 → 03.08 | Short | 68.6% | +0.26% | 2.00 | 35 |
| 25.07 → 28.07 | Short | 68.6% | +0.21% | 4.86 | 35 |