Over 2017 to 2025 (9 years of data), EMBUSUSD has tended to move long between 10.07 and 29.07, closing higher in 100.0% of those years for an average +1.84% move and an annualized Sharpe of 5.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 29.07 | Long | 100.0% | +1.84% | 5.80 | 9 |
| 08.07 → 29.07 | Long | 100.0% | +1.82% | 6.42 | 9 |
| 10.07 → 30.07 | Long | 100.0% | +1.82% | 5.52 | 9 |
| 08.07 → 30.07 | Long | 100.0% | +1.80% | 6.08 | 9 |
| 10.07 → 28.07 | Long | 100.0% | +1.79% | 5.95 | 9 |
| 10.07 → 03.08 | Long | 100.0% | +1.78% | 4.25 | 9 |
| 08.07 → 28.07 | Long | 100.0% | +1.77% | 6.44 | 9 |
| 08.07 → 03.08 | Long | 100.0% | +1.76% | 4.81 | 9 |