Over 2017 to 2025 (9 years of data), EFXUSUSD has tended to move short between 14.08 and 06.10, closing higher in 100.0% of those years for an average +5.64% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 06.10 | Short | 100.0% | +5.64% | 2.44 | 8 |
| 15.08 → 06.10 | Short | 100.0% | +5.42% | 2.38 | 8 |
| 18.08 → 06.10 | Short | 100.0% | +5.41% | 2.99 | 8 |
| 18.08 → 02.10 | Short | 100.0% | +5.37% | 2.79 | 8 |
| 17.08 → 06.10 | Short | 100.0% | +5.35% | 2.80 | 8 |
| 14.08 → 09.10 | Short | 100.0% | +5.19% | 1.83 | 8 |
| 14.08 → 08.10 | Short | 100.0% | +5.18% | 1.90 | 8 |
| 16.08 → 06.10 | Short | 100.0% | +5.17% | 2.41 | 8 |