Over 2022 to 2025 (4 years of data), EPAMUSUSD has tended to move long between 12.07 and 30.08, closing higher in 100.0% of those years for an average +16.06% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 30.08 | Long | 100.0% | +16.06% | 2.72 | 4 |
| 12.07 → 29.08 | Long | 100.0% | +15.53% | 2.71 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +15.44% | 2.18 | 4 |
| 12.07 → 21.08 | Long | 100.0% | +15.31% | 2.40 | 4 |
| 11.07 → 30.08 | Long | 100.0% | +14.95% | 3.37 | 4 |
| 12.07 → 22.08 | Long | 100.0% | +14.92% | 2.40 | 4 |
| 12.07 → 31.08 | Long | 100.0% | +14.80% | 2.85 | 4 |
| 12.07 → 23.08 | Long | 100.0% | +14.64% | 2.29 | 4 |