Over 1999 to 2025 (27 years of data), EURHUF has tended to move short between 09.07 and 09.08, closing higher in 74.1% of those years for an average +0.62% move and an annualized Sharpe of 0.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 09.08 | Short | 74.1% | +0.62% | 0.87 | 27 |
| 11.07 → 21.07 | Short | 74.1% | +0.46% | 2.05 | 27 |
| 07.07 → 12.08 | Short | 70.4% | +0.73% | 1.08 | 27 |
| 09.07 → 12.08 | Short | 70.4% | +0.71% | 0.99 | 27 |
| 09.07 → 11.08 | Short | 70.4% | +0.68% | 0.95 | 27 |
| 09.07 → 10.08 | Short | 70.4% | +0.60% | 0.86 | 27 |
| 07.07 → 27.07 | Short | 70.4% | +0.53% | 1.33 | 27 |
| 10.07 → 09.08 | Short | 70.4% | +0.52% | 0.76 | 27 |