Over 2022 to 2025 (4 years of data), CEUSUSD has tended to move long between 07.07 and 26.07, closing higher in 100.0% of those years for an average +4.14% move and an annualized Sharpe of 7.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Long | 100.0% | +4.14% | 7.27 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +2.90% | 4.90 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +2.65% | 5.74 | 4 |
| 12.07 → 16.08 | Short | 75.0% | +8.92% | 2.17 | 4 |
| 12.07 → 14.08 | Short | 75.0% | +8.90% | 2.15 | 4 |
| 12.07 → 15.08 | Short | 75.0% | +8.52% | 1.99 | 4 |
| 13.07 → 16.08 | Short | 75.0% | +8.50% | 1.95 | 4 |
| 13.07 → 14.08 | Short | 75.0% | +8.45% | 1.91 | 4 |