Over 2017 to 2025 (9 years of data), EAUSUSD has tended to move long between 08.07 and 31.07, closing higher in 88.9% of those years for an average +3.17% move and an annualized Sharpe of 2.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 31.07 | Long | 88.9% | +3.17% | 2.10 | 9 |
| 07.07 → 31.07 | Long | 88.9% | +3.07% | 2.01 | 9 |
| 09.07 → 31.07 | Long | 88.9% | +3.05% | 2.20 | 9 |
| 10.07 → 31.07 | Long | 88.9% | +2.72% | 2.12 | 9 |
| 08.07 → 22.07 | Long | 88.9% | +2.35% | 4.03 | 9 |
| 07.07 → 22.07 | Long | 88.9% | +2.26% | 3.56 | 9 |
| 08.07 → 21.07 | Long | 88.9% | +2.26% | 4.25 | 9 |
| 09.07 → 22.07 | Long | 88.9% | +2.25% | 4.06 | 9 |