Over 2022 to 2025 (4 years of data), YUSUSD has tended to move long between 13.07 and 17.08, closing higher in 25.0% of those years for an average +0.34% move and an annualized Sharpe of 1.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 17.08 | Long | 25.0% | +0.34% | 1.86 | 4 |
| 10.07 → 17.08 | Long | 25.0% | +0.33% | 1.79 | 4 |
| 13.07 → 21.08 | Long | 25.0% | +0.32% | 1.77 | 4 |
| 13.07 → 22.08 | Long | 25.0% | +0.32% | 1.74 | 4 |
| 13.07 → 23.08 | Long | 25.0% | +0.32% | 1.72 | 4 |
| 13.07 → 24.08 | Long | 25.0% | +0.32% | 1.70 | 4 |
| 13.07 → 08.09 | Long | 25.0% | +0.32% | 1.46 | 4 |
| 13.07 → 09.09 | Long | 25.0% | +0.32% | 1.45 | 4 |