Over 1991 to 2025 (35 years of data), USDZAR has tended to move short between 13.07 and 20.07, closing higher in 73.5% of those years for an average +0.61% move and an annualized Sharpe of 3.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.07 | Short | 73.5% | +0.61% | 3.52 | 34 |
| 12.07 → 01.09 | Long | 70.6% | +4.72% | 0.68 | 34 |
| 10.07 → 01.09 | Long | 70.6% | +4.54% | 0.63 | 34 |
| 11.07 → 01.09 | Long | 70.6% | +4.46% | 0.64 | 34 |
| 08.07 → 20.08 | Long | 70.6% | +2.81% | 0.85 | 34 |
| 11.07 → 21.07 | Short | 70.6% | +0.83% | 3.05 | 34 |
| 11.07 → 20.07 | Short | 70.6% | +0.76% | 3.28 | 34 |
| 13.07 → 22.07 | Short | 70.6% | +0.74% | 2.96 | 34 |