Over 1999 to 2025 (27 years of data), EURHUF has tended to move long between 14.08 and 13.09, closing higher in 85.2% of those years for an average +0.88% move and an annualized Sharpe of 1.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 13.09 | Long | 85.2% | +0.88% | 1.92 | 27 |
| 12.08 → 05.09 | Long | 85.2% | +0.85% | 2.25 | 27 |
| 14.08 → 14.09 | Long | 81.5% | +0.97% | 1.82 | 27 |
| 13.08 → 07.09 | Long | 81.5% | +0.95% | 2.30 | 27 |
| 14.08 → 07.09 | Long | 81.5% | +0.95% | 2.45 | 27 |
| 14.08 → 15.09 | Long | 81.5% | +0.94% | 1.61 | 27 |
| 14.08 → 09.09 | Long | 81.5% | +0.90% | 2.73 | 27 |
| 12.08 → 14.09 | Long | 81.5% | +0.87% | 1.63 | 27 |