Over 2017 to 2025 (9 years of data), EBAYUSUSD has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +2.15% move and an annualized Sharpe of 9.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +2.15% | 9.76 | 8 |
| 08.07 → 11.07 | Long | 100.0% | +2.09% | 14.74 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +3.67% | 3.10 | 8 |
| 07.07 → 21.07 | Long | 87.5% | +3.38% | 3.18 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +2.96% | 2.06 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +2.92% | 2.21 | 8 |
| 07.07 → 20.07 | Long | 87.5% | +2.80% | 2.86 | 8 |
| 08.07 → 20.07 | Long | 87.5% | +2.75% | 2.95 | 8 |