Over 2021 to 2025 (5 years of data), ENJUSD has tended to move long between 12.07 and 18.07, closing higher in 50.0% of those years for an average +9.92% move and an annualized Sharpe of 5.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 18.07 | Long | 50.0% | +9.92% | 5.09 | 4 |
| 12.07 → 29.07 | Long | 50.0% | +9.66% | 2.81 | 4 |
| 12.07 → 20.07 | Long | 50.0% | +9.41% | 4.44 | 4 |
| 12.07 → 22.07 | Long | 50.0% | +9.40% | 4.73 | 4 |
| 10.07 → 12.08 | Long | 50.0% | +8.80% | 1.95 | 4 |
| 11.07 → 18.07 | Long | 50.0% | +8.72% | 4.73 | 4 |
| 10.07 → 07.08 | Long | 50.0% | +8.65% | 2.11 | 4 |
| 12.07 → 27.07 | Long | 50.0% | +8.62% | 2.97 | 4 |