Over 1999 to 2025 (27 years of data), EURHUF has tended to move long between 26.08 and 10.09, closing higher in 70.4% of those years for an average +0.35% move and an annualized Sharpe of 1.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 10.09 | Long | 70.4% | +0.35% | 1.11 | 27 |
| 28.08 → 09.09 | Long | 70.4% | +0.22% | 0.81 | 27 |
| 28.08 → 10.09 | Long | 69.2% | +0.22% | 0.79 | 26 |
| 26.08 → 14.09 | Long | 66.7% | +0.42% | 0.99 | 27 |
| 22.08 → 16.09 | Long | 66.7% | +0.38% | 0.74 | 27 |
| 26.08 → 09.09 | Long | 66.7% | +0.35% | 1.16 | 27 |
| 26.08 → 13.09 | Long | 66.7% | +0.33% | 0.83 | 27 |
| 24.08 → 13.09 | Long | 66.7% | +0.32% | 0.70 | 27 |