Over 2017 to 2025 (9 years of data), EEMUSUSD has tended to move long between 22.08 and 27.08, closing higher in 88.9% of those years for an average +0.94% move and an annualized Sharpe of 6.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 27.08 | Long | 88.9% | +0.94% | 6.24 | 9 |
| 22.08 → 01.09 | Long | 77.8% | +1.36% | 3.98 | 9 |
| 22.08 → 25.08 | Long | 77.8% | +1.22% | 10.06 | 9 |
| 22.08 → 02.09 | Long | 77.8% | +1.15% | 3.17 | 9 |
| 22.08 → 28.08 | Long | 77.8% | +1.07% | 6.53 | 9 |
| 22.08 → 29.08 | Long | 77.8% | +1.07% | 5.15 | 9 |
| 22.08 → 20.09 | Long | 77.8% | +1.03% | 1.09 | 9 |
| 22.08 → 26.08 | Long | 77.8% | +0.99% | 8.75 | 9 |