Over 2018 to 2025 (8 years of data), EIXUSUSD has tended to move short between 22.08 and 11.10, closing higher in 87.5% of those years for an average +2.97% move and an annualized Sharpe of 1.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 11.10 | Short | 87.5% | +2.97% | 1.05 | 8 |
| 26.08 → 12.09 | Long | 87.5% | +1.01% | 4.25 | 8 |
| 24.08 → 12.09 | Long | 87.5% | +0.99% | 4.78 | 8 |
| 27.08 → 14.09 | Long | 87.5% | +0.88% | 2.46 | 8 |
| 27.08 → 13.09 | Long | 87.5% | +0.75% | 2.30 | 8 |
| 24.08 → 29.08 | Long | 87.5% | +0.62% | 3.57 | 8 |
| 25.08 → 30.09 | Short | 75.0% | +4.12% | 1.85 | 8 |
| 25.08 → 12.10 | Short | 75.0% | +3.67% | 1.37 | 8 |