Over 2020 to 2025 (6 years of data), ECARGBUSD has tended to move long between 08.07 and 28.07, closing higher in 83.3% of those years for an average +3.18% move and an annualized Sharpe of 2.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 83.3% | +3.18% | 2.89 | 6 |
| 08.07 → 22.07 | Long | 83.3% | +3.16% | 5.16 | 6 |
| 07.07 → 28.07 | Long | 83.3% | +2.87% | 2.56 | 6 |
| 08.07 → 23.07 | Long | 83.3% | +2.76% | 5.01 | 6 |
| 11.07 → 28.07 | Long | 83.3% | +2.74% | 1.99 | 6 |
| 10.07 → 28.07 | Long | 83.3% | +2.48% | 2.06 | 6 |
| 08.07 → 29.07 | Long | 83.3% | +2.45% | 2.34 | 6 |
| 08.07 → 17.07 | Long | 83.3% | +2.43% | 6.92 | 6 |