Over 2022 to 2025 (4 years of data), CEUSUSD has tended to move short between 25.08 and 22.10, closing higher in 100.0% of those years for an average +10.34% move and an annualized Sharpe of 3.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 22.10 | Short | 100.0% | +10.34% | 3.12 | 4 |
| 26.08 → 22.10 | Short | 100.0% | +10.22% | 3.08 | 4 |
| 24.08 → 22.10 | Short | 100.0% | +9.79% | 2.90 | 4 |
| 25.08 → 23.10 | Short | 100.0% | +9.79% | 3.38 | 4 |
| 26.08 → 23.10 | Short | 100.0% | +9.65% | 3.20 | 4 |
| 24.08 → 23.10 | Short | 100.0% | +9.25% | 3.14 | 4 |
| 25.08 → 24.10 | Short | 100.0% | +9.08% | 2.80 | 4 |
| 26.08 → 24.10 | Short | 100.0% | +8.94% | 2.69 | 4 |