Over 2022 to 2025 (4 years of data), ELSUSUSD has tended to move long between 09.07 and 04.08, closing higher in 100.0% of those years for an average +5.75% move and an annualized Sharpe of 3.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 04.08 | Long | 100.0% | +5.75% | 3.99 | 4 |
| 08.07 → 04.08 | Long | 100.0% | +5.45% | 3.86 | 4 |
| 10.07 → 04.08 | Long | 100.0% | +5.45% | 4.45 | 4 |
| 07.07 → 04.08 | Long | 100.0% | +5.31% | 3.84 | 4 |
| 11.07 → 04.08 | Long | 100.0% | +5.00% | 4.11 | 4 |
| 13.07 → 04.08 | Long | 100.0% | +4.50% | 6.66 | 4 |
| 12.07 → 04.08 | Long | 100.0% | +4.44% | 5.41 | 4 |
| 08.07 → 06.09 | Long | 100.0% | +4.41% | 1.60 | 4 |