Over 2022 to 2025 (4 years of data), ETSYUSUSD has tended to move long between 09.07 and 27.07, closing higher in 100.0% of those years for an average +17.08% move and an annualized Sharpe of 25.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 27.07 | Long | 100.0% | +17.08% | 25.62 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +17.04% | 26.83 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +16.31% | 11.54 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +16.03% | 14.87 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +15.99% | 12.09 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +15.90% | 14.56 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +15.65% | 17.61 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +15.46% | 12.87 | 4 |