Over 2018 to 2025 (8 years of data), EMRUSUSD has tended to move long between 22.07 and 27.07, closing higher in 100.0% of those years for an average +1.95% move and an annualized Sharpe of 11.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 27.07 | Long | 100.0% | +1.95% | 11.17 | 8 |
| 22.07 → 26.07 | Long | 100.0% | +1.66% | 10.25 | 8 |
| 22.07 → 29.07 | Long | 87.5% | +2.42% | 8.27 | 8 |
| 23.07 → 29.07 | Long | 87.5% | +2.17% | 7.03 | 8 |
| 24.07 → 29.07 | Long | 87.5% | +1.99% | 6.79 | 8 |
| 23.07 → 27.07 | Long | 87.5% | +1.70% | 10.75 | 8 |
| 24.07 → 27.07 | Long | 87.5% | +1.51% | 10.71 | 8 |
| 22.07 → 25.07 | Long | 87.5% | +1.34% | 8.67 | 8 |