Over 2022 to 2025 (4 years of data), EEFTUSUSD has tended to move short between 21.08 and 12.10, closing higher in 100.0% of those years for an average +11.11% move and an annualized Sharpe of 3.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 12.10 | Short | 100.0% | +11.11% | 3.72 | 4 |
| 21.08 → 11.10 | Short | 100.0% | +10.81% | 3.74 | 4 |
| 21.08 → 13.10 | Short | 100.0% | +10.78% | 3.96 | 4 |
| 22.08 → 11.10 | Short | 100.0% | +10.73% | 3.74 | 4 |
| 21.08 → 09.10 | Short | 100.0% | +10.32% | 4.52 | 4 |
| 21.08 → 08.10 | Short | 100.0% | +10.31% | 4.57 | 4 |
| 21.08 → 10.10 | Short | 100.0% | +10.27% | 4.04 | 4 |
| 22.08 → 09.10 | Short | 100.0% | +10.23% | 4.37 | 4 |