Over 2022 to 2025 (4 years of data), ELANUSUSD has tended to move long between 12.07 and 13.08, closing higher in 100.0% of those years for an average +10.44% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 13.08 | Long | 100.0% | +10.44% | 4.40 | 4 |
| 11.07 → 13.08 | Long | 100.0% | +9.90% | 4.30 | 4 |
| 13.07 → 13.08 | Long | 100.0% | +8.22% | 3.76 | 4 |
| 13.07 → 14.08 | Long | 100.0% | +6.96% | 2.96 | 4 |
| 11.07 → 16.07 | Long | 100.0% | +2.28% | 5.63 | 4 |
| 10.07 → 13.08 | Long | 75.0% | +10.10% | 3.78 | 4 |
| 12.07 → 14.08 | Long | 75.0% | +9.15% | 3.67 | 4 |
| 12.07 → 15.08 | Long | 75.0% | +9.07% | 3.69 | 4 |