United States
Over 2017 to 2025 (9 years of data), EAUSUSD has tended to move long between 11.10 and 16.10, closing higher in 88.9% of those years for an average +1.17% move and an annualized Sharpe of 5.36.
Best window
11.10 - 16.10
Direction
Long
Win rate
88.9%
Avg return
+1.17%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 88.9% | +1.17% | 5.36 | 9 |
| 11.10 → 15.10 | Long | 88.9% | +0.94% | 5.18 | 9 |
| 11.10 → 14.10 | Long | 88.9% |
| +0.74% |
| 5.41 |
| 9 |
| 08.10 → 05.11 | Long | 77.8% | +1.13% | 0.51 | 9 |
| 07.10 → 05.11 | Long | 77.8% | +1.07% | 0.47 | 9 |
| 11.10 → 17.10 | Long | 77.8% | +0.99% | 3.60 | 9 |
| 09.10 → 05.11 | Long | 77.8% | +0.98% | 0.49 | 9 |
| 06.10 → 09.10 | Short | 77.8% | +0.70% | 3.92 | 9 |