Over 2018 to 2025 (8 years of data), EMRUSUSD has tended to move long between 10.07 and 29.07, closing higher in 100.0% of those years for an average +5.40% move and an annualized Sharpe of 6.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 29.07 | Long | 100.0% | +5.40% | 6.29 | 8 |
| 08.07 → 29.07 | Long | 100.0% | +5.39% | 7.90 | 8 |
| 07.07 → 29.07 | Long | 100.0% | +5.23% | 7.26 | 8 |
| 08.07 → 27.07 | Long | 100.0% | +4.93% | 8.45 | 8 |
| 08.07 → 28.07 | Long | 100.0% | +4.93% | 7.25 | 8 |
| 10.07 → 27.07 | Long | 100.0% | +4.93% | 6.99 | 8 |
| 10.07 → 28.07 | Long | 100.0% | +4.93% | 6.37 | 8 |
| 07.07 → 27.07 | Long | 100.0% | +4.77% | 7.93 | 8 |