Over 2017 to 2025 (9 years of data), EAUSUSD has tended to move short between 10.09 and 24.09, closing higher in 88.9% of those years for an average +3.02% move and an annualized Sharpe of 4.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.09 → 24.09 | Short | 88.9% | +3.02% | 4.09 | 9 |
| 09.09 → 24.09 | Short | 88.9% | +2.89% | 3.86 | 9 |
| 10.09 → 28.10 | Short | 88.9% | +0.91% | 0.25 | 9 |
| 11.09 → 24.09 | Short | 77.8% | +3.26% | 3.91 | 9 |
| 12.09 → 24.09 | Short | 77.8% | +3.21% | 3.86 | 9 |
| 13.09 → 24.09 | Short | 77.8% | +3.08% | 4.28 | 9 |
| 08.09 → 24.09 | Short | 77.8% | +2.85% | 3.56 | 9 |
| 11.09 → 25.09 | Short | 77.8% | +2.77% | 3.12 | 9 |