Over 2022 to 2025 (4 years of data), ESSUSUSD has tended to move long between 09.07 and 22.07, closing higher in 100.0% of those years for an average +4.86% move and an annualized Sharpe of 16.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Long | 100.0% | +4.86% | 16.48 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +4.85% | 12.55 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +4.74% | 15.72 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +4.69% | 17.96 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +4.62% | 7.12 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +4.60% | 6.25 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.56% | 16.01 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +4.51% | 5.91 | 4 |