Over 2017 to 2025 (9 years of data), EFXUSUSD has tended to move short between 26.08 and 06.10, closing higher in 100.0% of those years for an average +5.91% move and an annualized Sharpe of 4.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 06.10 | Short | 100.0% | +5.91% | 4.07 | 8 |
| 26.08 → 02.10 | Short | 100.0% | +5.86% | 3.69 | 8 |
| 24.08 → 06.10 | Short | 100.0% | +5.78% | 4.22 | 8 |
| 24.08 → 02.10 | Short | 100.0% | +5.74% | 3.92 | 8 |
| 25.08 → 06.10 | Short | 100.0% | +5.67% | 3.79 | 8 |
| 25.08 → 02.10 | Short | 100.0% | +5.62% | 3.46 | 8 |
| 23.08 → 06.10 | Short | 100.0% | +5.23% | 3.47 | 8 |
| 27.08 → 06.10 | Short | 100.0% | +5.22% | 5.78 | 8 |