Over 2022 to 2025 (4 years of data), EPAMUSUSD has tended to move long between 25.07 and 05.09, closing higher in 100.0% of those years for an average +9.99% move and an annualized Sharpe of 2.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 05.09 | Long | 100.0% | +9.99% | 2.57 | 4 |
| 25.07 → 29.07 | Long | 100.0% | +4.20% | 12.23 | 3 |
| 26.07 → 31.08 | Long | 75.0% | +12.03% | 2.54 | 4 |
| 25.07 → 09.09 | Long | 75.0% | +11.88% | 2.30 | 4 |
| 25.07 → 31.08 | Long | 75.0% | +11.71% | 2.86 | 4 |
| 26.07 → 30.08 | Long | 75.0% | +11.44% | 2.51 | 4 |
| 25.07 → 08.09 | Long | 75.0% | +11.30% | 2.29 | 4 |
| 25.07 → 30.08 | Long | 75.0% | +11.12% | 2.83 | 4 |