Over 2017 to 2025 (9 years of data), EFXUSUSD has tended to move long between 11.07 and 18.07, closing higher in 87.5% of those years for an average +2.29% move and an annualized Sharpe of 5.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 18.07 | Long | 87.5% | +2.29% | 5.35 | 8 |
| 12.07 → 17.07 | Long | 87.5% | +2.26% | 11.14 | 8 |
| 12.07 → 16.07 | Long | 87.5% | +2.17% | 9.63 | 8 |
| 13.07 → 17.07 | Long | 87.5% | +2.13% | 11.11 | 8 |
| 11.07 → 17.07 | Long | 87.5% | +2.06% | 7.43 | 8 |
| 13.07 → 16.07 | Long | 87.5% | +2.04% | 11.16 | 8 |
| 11.07 → 16.07 | Long | 87.5% | +1.98% | 5.96 | 8 |
| 11.07 → 15.07 | Long | 87.5% | +1.57% | 6.90 | 8 |