United States
Over 2017 to 2025 (9 years of data), DEUSUSD has tended to move long between 13.10 and 25.11, closing higher in 88.9% of those years for an average +9.41% move and an annualized Sharpe of 3.25.
Best window
13.10 - 25.11
Direction
Long
Win rate
88.9%
Avg return
+9.41%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 25.11 | Long | 88.9% | +9.41% | 3.25 | 9 |
| 13.10 → 24.11 | Long | 88.9% | +9.24% | 3.56 | 9 |
| 11.10 → 25.11 | Long | 88.9% |
| +9.02% |
| 2.97 |
| 9 |
| 12.10 → 25.11 | Long | 88.9% | +8.85% | 3.05 | 9 |
| 11.10 → 24.11 | Long | 88.9% | +8.84% | 3.26 | 9 |
| 12.10 → 24.11 | Long | 88.9% | +8.67% | 3.36 | 9 |
| 08.10 → 02.12 | Long | 88.9% | +8.59% | 2.51 | 9 |
| 13.10 → 26.11 | Long | 88.9% | +8.45% | 2.89 | 9 |