Over 2017 to 2025 (9 years of data), EOGUSUSD has tended to move short between 08.07 and 03.08, closing higher in 87.5% of those years for an average +3.26% move and an annualized Sharpe of 1.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 03.08 | Short | 87.5% | +3.26% | 1.84 | 8 |
| 09.07 → 03.08 | Short | 87.5% | +3.20% | 1.67 | 8 |
| 07.07 → 03.08 | Short | 87.5% | +2.98% | 1.71 | 8 |
| 08.07 → 02.08 | Short | 87.5% | +2.02% | 1.20 | 8 |
| 09.07 → 02.08 | Short | 87.5% | +1.96% | 1.08 | 8 |
| 07.07 → 02.08 | Short | 87.5% | +1.73% | 1.06 | 8 |
| 08.07 → 06.09 | Short | 75.0% | +4.05% | 0.98 | 8 |
| 09.07 → 06.09 | Short | 75.0% | +3.96% | 0.91 | 8 |