Over 2017 to 2025 (9 years of data), DEUSUSD has tended to move long between 10.07 and 30.07, closing higher in 100.0% of those years for an average +5.40% move and an annualized Sharpe of 4.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Long | 100.0% | +5.40% | 4.86 | 9 |
| 08.07 → 30.07 | Long | 100.0% | +5.34% | 5.43 | 9 |
| 07.07 → 30.07 | Long | 100.0% | +5.33% | 5.38 | 9 |
| 08.07 → 28.07 | Long | 100.0% | +5.30% | 5.46 | 9 |
| 13.07 → 30.07 | Long | 100.0% | +5.30% | 4.72 | 9 |
| 12.07 → 30.07 | Long | 100.0% | +5.29% | 4.50 | 9 |
| 07.07 → 28.07 | Long | 100.0% | +5.28% | 5.53 | 9 |
| 12.07 → 28.07 | Long | 100.0% | +5.25% | 4.77 | 9 |