Over 2022 to 2025 (4 years of data), ENPHUSUSD has tended to move long between 07.07 and 21.07, closing higher in 100.0% of those years for an average +5.25% move and an annualized Sharpe of 8.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 100.0% | +5.25% | 8.71 | 4 |
| 07.07 → 26.07 | Long | 75.0% | +8.38% | 2.10 | 4 |
| 08.07 → 26.07 | Long | 75.0% | +6.44% | 2.08 | 4 |
| 08.07 → 12.07 | Long | 75.0% | +5.63% | 4.57 | 4 |
| 07.07 → 18.07 | Long | 75.0% | +5.59% | 4.41 | 4 |
| 08.07 → 13.07 | Long | 75.0% | +5.50% | 4.31 | 4 |
| 07.07 → 17.07 | Long | 75.0% | +5.34% | 4.01 | 4 |
| 07.07 → 24.07 | Long | 75.0% | +5.18% | 1.79 | 4 |