Over 2020 to 2025 (6 years of data), ESPOUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +2.02% move and an annualized Sharpe of 7.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +2.02% | 7.88 | 6 |
| 07.07 → 02.09 | Long | 83.3% | +4.38% | 1.50 | 6 |
| 07.07 → 24.08 | Long | 83.3% | +4.25% | 2.15 | 6 |
| 07.07 → 01.09 | Long | 83.3% | +4.07% | 1.43 | 6 |
| 07.07 → 31.08 | Long | 83.3% | +3.94% | 1.64 | 6 |
| 08.07 → 02.09 | Long | 83.3% | +3.69% | 1.28 | 6 |
| 08.07 → 31.08 | Long | 83.3% | +3.26% | 1.36 | 6 |
| 07.07 → 03.09 | Long | 83.3% | +3.22% | 1.33 | 6 |