Over 2022 to 2025 (4 years of data), USFDUSUSD has tended to move long between 08.09 and 19.09, closing higher in 100.0% of those years for an average +3.61% move and an annualized Sharpe of 7.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 19.09 | Long | 100.0% | +3.61% | 7.13 | 4 |
| 08.09 → 17.09 | Long | 100.0% | +3.59% | 9.76 | 4 |
| 08.09 → 12.09 | Long | 100.0% | +3.53% | 11.06 | 4 |
| 08.09 → 15.09 | Long | 100.0% | +3.44% | 12.49 | 4 |
| 08.09 → 18.09 | Long | 100.0% | +3.39% | 9.10 | 4 |
| 08.09 → 16.09 | Long | 100.0% | +2.81% | 6.59 | 4 |
| 09.09 → 12.09 | Long | 100.0% | +2.25% | 19.88 | 4 |
| 14.09 → 11.11 | Long | 75.0% | +6.96% | 1.86 | 4 |