Over 2022 to 2025 (4 years of data), USFDUSUSD has tended to move long between 10.07 and 18.07, closing higher in 100.0% of those years for an average +3.93% move and an annualized Sharpe of 16.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 18.07 | Long | 100.0% | +3.93% | 16.17 | 4 |
| 10.07 → 19.07 | Long | 100.0% | +3.84% | 11.44 | 4 |
| 10.07 → 16.07 | Long | 100.0% | +3.75% | 12.85 | 4 |
| 10.07 → 20.07 | Long | 100.0% | +3.66% | 11.46 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +3.50% | 13.05 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +3.49% | 12.62 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +3.46% | 12.31 | 4 |
| 11.07 → 19.07 | Long | 100.0% | +3.41% | 9.87 | 4 |