Over 2018 to 2025 (8 years of data), ELUSUSD has tended to move long between 12.07 and 28.08, closing higher in 75.0% of those years for an average +1.98% move and an annualized Sharpe of 0.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.08 | Long | 75.0% | +1.98% | 0.53 | 8 |
| 11.07 → 28.08 | Long | 75.0% | +1.57% | 0.40 | 8 |
| 12.07 → 29.08 | Long | 75.0% | +1.54% | 0.43 | 8 |
| 12.07 → 27.08 | Long | 75.0% | +1.44% | 0.40 | 8 |
| 12.07 → 30.08 | Long | 75.0% | +1.28% | 0.35 | 8 |
| 12.07 → 31.08 | Long | 75.0% | +1.26% | 0.35 | 8 |
| 12.07 → 02.09 | Long | 75.0% | +1.14% | 0.31 | 8 |
| 11.07 → 27.08 | Long | 75.0% | +1.03% | 0.27 | 8 |