Over 2017 to 2025 (9 years of data), EQTUSUSD has tended to move short between 18.08 and 07.09, closing higher in 87.5% of those years for an average +1.36% move and an annualized Sharpe of 0.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 07.09 | Short | 87.5% | +1.36% | 0.67 | 8 |
| 17.08 → 07.09 | Short | 87.5% | +1.16% | 0.61 | 8 |
| 12.08 → 21.09 | Short | 87.5% | +0.89% | 0.41 | 8 |
| 18.08 → 23.09 | Short | 75.0% | +3.29% | 0.99 | 8 |
| 17.08 → 23.09 | Short | 75.0% | +3.12% | 0.99 | 8 |
| 18.08 → 22.09 | Short | 75.0% | +3.00% | 1.07 | 8 |
| 15.08 → 21.08 | Long | 75.0% | +2.84% | 3.90 | 8 |
| 17.08 → 22.09 | Short | 75.0% | +2.81% | 1.05 | 8 |