Over 2017 to 2025 (9 years of data), EFAUSUSD has tended to move long between 26.07 and 29.07, closing higher in 88.9% of those years for an average +0.62% move and an annualized Sharpe of 5.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 29.07 | Long | 88.9% | +0.62% | 5.03 | 9 |
| 27.07 → 10.08 | Short | 77.8% | +1.07% | 2.08 | 9 |
| 22.07 → 29.07 | Long | 77.8% | +0.76% | 4.90 | 9 |
| 25.07 → 10.08 | Short | 77.8% | +0.75% | 1.52 | 9 |
| 26.07 → 10.08 | Short | 77.8% | +0.71% | 1.40 | 9 |
| 25.07 → 29.07 | Long | 77.8% | +0.58% | 4.55 | 9 |
| 22.07 → 25.08 | Long | 77.8% | +0.33% | 0.38 | 9 |
| 22.07 → 27.07 | Long | 77.8% | +0.29% | 3.48 | 9 |