Over 2022 to 2025 (4 years of data), ELSUSUSD has tended to move short between 22.08 and 27.09, closing higher in 100.0% of those years for an average +4.77% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 27.09 | Short | 100.0% | +4.77% | 2.44 | 4 |
| 21.08 → 08.10 | Short | 75.0% | +6.48% | 2.04 | 4 |
| 21.08 → 09.10 | Short | 75.0% | +6.47% | 2.03 | 4 |
| 21.08 → 20.10 | Short | 75.0% | +6.34% | 1.56 | 4 |
| 21.08 → 07.10 | Short | 75.0% | +6.08% | 2.10 | 4 |
| 25.08 → 08.10 | Short | 75.0% | +6.04% | 2.23 | 4 |
| 25.08 → 09.10 | Short | 75.0% | +6.04% | 2.22 | 4 |
| 22.08 → 08.10 | Short | 75.0% | +5.98% | 1.84 | 4 |