Over 2017 to 2025 (9 years of data), EEMUSUSD has tended to move long between 07.07 and 14.07, closing higher in 88.9% of those years for an average +1.70% move and an annualized Sharpe of 5.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Long | 88.9% | +1.70% | 5.34 | 9 |
| 07.07 → 12.07 | Long | 88.9% | +1.48% | 5.94 | 9 |
| 07.07 → 15.07 | Long | 88.9% | +1.48% | 4.35 | 9 |
| 07.07 → 13.07 | Long | 88.9% | +1.47% | 4.68 | 9 |
| 07.07 → 11.07 | Long | 88.9% | +1.22% | 6.53 | 9 |
| 07.07 → 27.07 | Long | 77.8% | +1.90% | 2.71 | 9 |
| 07.07 → 21.07 | Long | 77.8% | +1.51% | 3.43 | 9 |
| 07.07 → 20.07 | Long | 77.8% | +1.50% | 3.78 | 9 |