Over 2017 to 2025 (9 years of data), DEUSUSD has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +1.89% move and an annualized Sharpe of 17.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +1.89% | 17.01 | 9 |
| 23.07 → 29.07 | Long | 88.9% | +2.26% | 6.03 | 9 |
| 23.07 → 26.07 | Long | 88.9% | +1.65% | 12.32 | 9 |
| 23.07 → 27.07 | Long | 88.9% | +1.30% | 7.41 | 9 |
| 23.07 → 28.07 | Long | 88.9% | +1.29% | 5.23 | 9 |
| 22.07 → 29.07 | Long | 77.8% | +2.33% | 7.15 | 9 |
| 22.07 → 13.08 | Long | 77.8% | +2.27% | 1.22 | 9 |
| 22.07 → 12.08 | Long | 77.8% | +2.24% | 1.15 | 9 |