Over 2022 to 2025 (4 years of data), ELANUSUSD has tended to move long between 21.07 and 12.08, closing higher in 100.0% of those years for an average +7.14% move and an annualized Sharpe of 4.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 12.08 | Long | 100.0% | +7.14% | 4.53 | 4 |
| 21.07 → 08.08 | Long | 100.0% | +6.43% | 5.95 | 4 |
| 24.07 → 04.08 | Short | 100.0% | +6.30% | 12.63 | 4 |
| 27.07 → 04.08 | Short | 100.0% | +6.06% | 33.07 | 4 |
| 24.07 → 03.08 | Short | 100.0% | +5.86% | 11.88 | 4 |
| 23.07 → 04.08 | Short | 100.0% | +5.83% | 12.55 | 4 |
| 25.07 → 04.08 | Short | 100.0% | +5.62% | 14.82 | 4 |
| 27.07 → 03.08 | Short | 100.0% | +5.62% | 30.18 | 4 |