Over 2022 to 2025 (4 years of data), EEFTUSUSD has tended to move short between 08.07 and 06.09, closing higher in 100.0% of those years for an average +14.45% move and an annualized Sharpe of 3.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Short | 100.0% | +14.45% | 3.89 | 4 |
| 09.07 → 07.09 | Short | 100.0% | +13.30% | 3.74 | 4 |
| 09.07 → 06.09 | Short | 100.0% | +13.20% | 3.98 | 4 |
| 08.07 → 05.08 | Short | 100.0% | +12.87% | 5.71 | 4 |
| 08.07 → 06.08 | Short | 100.0% | +12.87% | 5.49 | 4 |
| 08.07 → 07.08 | Short | 100.0% | +12.26% | 4.73 | 4 |
| 08.07 → 08.08 | Short | 100.0% | +12.09% | 4.41 | 4 |
| 08.07 → 04.08 | Short | 100.0% | +12.04% | 5.13 | 4 |