Over 2017 to 2025 (9 years of data), EFAUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +2.05% move and an annualized Sharpe of 7.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +2.05% | 7.41 | 9 |
| 07.07 → 28.08 | Long | 88.9% | +1.87% | 1.95 | 9 |
| 08.07 → 27.07 | Long | 88.9% | +1.84% | 4.11 | 9 |
| 08.07 → 22.07 | Long | 88.9% | +1.82% | 6.27 | 9 |
| 07.07 → 23.07 | Long | 88.9% | +1.81% | 7.15 | 9 |
| 10.07 → 22.07 | Long | 88.9% | +1.77% | 6.88 | 9 |
| 07.07 → 29.08 | Long | 88.9% | +1.74% | 1.79 | 9 |
| 07.07 → 27.08 | Long | 88.9% | +1.67% | 1.60 | 9 |