Over 2022 to 2025 (4 years of data), EHCUSUSD has tended to move long between 10.07 and 08.09, closing higher in 100.0% of those years for an average +7.55% move and an annualized Sharpe of 10.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 100.0% | +7.55% | 10.58 | 4 |
| 09.07 → 07.09 | Long | 100.0% | +7.24% | 10.58 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +7.02% | 10.79 | 4 |
| 11.07 → 08.09 | Long | 100.0% | +7.02% | 7.76 | 4 |
| 09.07 → 06.09 | Long | 100.0% | +6.99% | 8.32 | 4 |
| 09.07 → 15.08 | Long | 100.0% | +6.95% | 7.41 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +6.89% | 4.22 | 4 |
| 10.07 → 06.09 | Long | 100.0% | +6.76% | 9.25 | 4 |