Over 2022 to 2025 (4 years of data), ESUSUSD has tended to move short between 21.08 and 12.10, closing higher in 75.0% of those years for an average +8.32% move and an annualized Sharpe of 1.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 12.10 | Short | 75.0% | +8.32% | 1.87 | 4 |
| 20.08 → 12.10 | Short | 75.0% | +8.15% | 1.81 | 4 |
| 22.08 → 12.10 | Short | 75.0% | +8.11% | 1.84 | 4 |
| 18.08 → 12.10 | Short | 75.0% | +7.80% | 1.67 | 4 |
| 17.08 → 12.10 | Short | 75.0% | +7.72% | 1.66 | 4 |
| 16.08 → 12.10 | Short | 75.0% | +7.68% | 1.64 | 4 |
| 21.08 → 14.10 | Short | 75.0% | +7.62% | 1.81 | 4 |
| 21.08 → 13.10 | Short | 75.0% | +7.59% | 1.81 | 4 |