Over 2022 to 2025 (4 years of data), ESSUSUSD has tended to move short between 13.09 and 01.11, closing higher in 100.0% of those years for an average +10.32% move and an annualized Sharpe of 5.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 01.11 | Short | 100.0% | +10.32% | 5.54 | 4 |
| 12.09 → 01.11 | Short | 100.0% | +10.24% | 4.59 | 4 |
| 10.09 → 01.11 | Short | 100.0% | +10.22% | 4.60 | 4 |
| 13.09 → 02.11 | Short | 100.0% | +10.05% | 4.43 | 4 |
| 11.09 → 01.11 | Short | 100.0% | +10.03% | 4.31 | 4 |
| 13.09 → 04.11 | Short | 100.0% | +9.95% | 3.97 | 4 |
| 12.09 → 02.11 | Short | 100.0% | +9.94% | 3.71 | 4 |
| 10.09 → 02.11 | Short | 100.0% | +9.93% | 3.71 | 4 |