Over 2022 to 2025 (4 years of data), ENTGUSUSD has tended to move long between 07.07 and 16.07, closing higher in 100.0% of those years for an average +6.39% move and an annualized Sharpe of 29.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 100.0% | +6.39% | 29.63 | 4 |
| 10.07 → 16.07 | Long | 100.0% | +6.03% | 15.47 | 4 |
| 09.07 → 16.07 | Long | 100.0% | +5.98% | 21.38 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +5.27% | 30.13 | 4 |
| 08.07 → 16.07 | Long | 100.0% | +5.19% | 48.11 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +4.45% | 23.50 | 4 |
| 07.07 → 15.07 | Long | 100.0% | +4.43% | 18.19 | 4 |
| 07.07 → 14.07 | Long | 100.0% | +4.21% | 18.84 | 4 |