Over 2022 to 2025 (4 years of data), ESUSUSD has tended to move long between 08.07 and 30.07, closing higher in 100.0% of those years for an average +6.43% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 100.0% | +6.43% | 4.81 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +6.35% | 4.90 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +6.21% | 4.86 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +5.97% | 5.03 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +5.93% | 5.60 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +5.89% | 5.13 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +5.85% | 5.73 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +5.75% | 5.08 | 4 |