Over 2022 to 2025 (4 years of data), ESTCUSUSD has tended to move short between 08.07 and 30.08, closing higher in 75.0% of those years for an average +8.09% move and an annualized Sharpe of 1.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.08 | Short | 75.0% | +8.09% | 1.35 | 4 |
| 09.07 → 30.08 | Short | 75.0% | +7.66% | 1.33 | 4 |
| 11.07 → 10.08 | Short | 75.0% | +7.43% | 2.54 | 4 |
| 11.07 → 08.08 | Short | 75.0% | +7.23% | 2.67 | 4 |
| 07.07 → 30.08 | Short | 75.0% | +7.14% | 1.15 | 4 |
| 11.07 → 11.08 | Short | 75.0% | +7.13% | 2.38 | 4 |
| 08.07 → 10.08 | Short | 75.0% | +7.05% | 2.97 | 4 |
| 08.07 → 08.08 | Short | 75.0% | +6.87% | 3.33 | 4 |