Over 2017 to 2025 (9 years of data), EQTUSUSD has tended to move short between 09.07 and 16.07, closing higher in 75.0% of those years for an average +2.22% move and an annualized Sharpe of 2.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 16.07 | Short | 75.0% | +2.22% | 2.48 | 8 |
| 10.07 → 16.07 | Short | 75.0% | +2.04% | 2.73 | 8 |
| 13.07 → 16.07 | Short | 75.0% | +1.85% | 4.03 | 8 |
| 08.07 → 16.07 | Short | 75.0% | +1.73% | 1.84 | 8 |
| 10.07 → 17.07 | Short | 75.0% | +1.16% | 1.31 | 8 |
| 07.07 → 16.07 | Short | 75.0% | +1.08% | 1.69 | 8 |
| 11.07 → 16.07 | Short | 75.0% | +1.03% | 1.44 | 8 |
| 08.07 → 28.07 | Short | 75.0% | +0.97% | 0.33 | 8 |