Over 2018 to 2025 (8 years of data), ELUSUSD has tended to move short between 09.09 and 23.09, closing higher in 87.5% of those years for an average +3.68% move and an annualized Sharpe of 5.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 23.09 | Short | 87.5% | +3.68% | 5.37 | 8 |
| 10.09 → 20.09 | Short | 87.5% | +3.65% | 6.82 | 8 |
| 09.09 → 21.09 | Short | 87.5% | +3.62% | 6.02 | 8 |
| 09.09 → 20.09 | Short | 87.5% | +3.59% | 6.76 | 8 |
| 08.09 → 23.09 | Short | 87.5% | +3.25% | 5.02 | 8 |
| 09.09 → 22.09 | Short | 87.5% | +3.25% | 5.61 | 8 |
| 08.09 → 21.09 | Short | 87.5% | +3.18% | 5.16 | 8 |
| 09.09 → 19.09 | Short | 87.5% | +3.17% | 6.78 | 8 |