Over 2020 to 2025 (6 years of data), ESPOUSUSD has tended to move long between 27.07 and 25.08, closing higher in 83.3% of those years for an average +3.45% move and an annualized Sharpe of 1.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 25.08 | Long | 83.3% | +3.45% | 1.80 | 6 |
| 26.07 → 25.08 | Long | 83.3% | +3.36% | 1.88 | 6 |
| 24.07 → 25.08 | Long | 83.3% | +3.24% | 1.64 | 6 |
| 25.07 → 25.08 | Long | 83.3% | +3.05% | 1.62 | 6 |
| 27.07 → 13.08 | Long | 83.3% | +2.76% | 2.60 | 6 |
| 28.07 → 13.08 | Long | 83.3% | +2.28% | 2.48 | 6 |
| 27.07 → 31.07 | Long | 83.3% | +1.83% | 12.08 | 6 |
| 26.07 → 31.07 | Long | 83.3% | +1.78% | 13.13 | 6 |