Over 1998 to 2025 (28 years of data), EURSGD has tended to move short between 22.08 and 06.09, closing higher in 64.3% of those years for an average +0.41% move and an annualized Sharpe of 1.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 06.09 | Short | 64.3% | +0.41% | 1.09 | 28 |
| 22.08 → 05.09 | Short | 64.3% | +0.26% | 0.72 | 28 |
| 22.08 → 28.08 | Short | 64.3% | +0.14% | 1.23 | 28 |
| 22.08 → 26.08 | Short | 64.3% | +0.12% | 1.60 | 28 |
| 21.08 → 29.09 | Long | 60.7% | +0.48% | 0.71 | 28 |
| 24.08 → 22.09 | Long | 60.7% | +0.46% | 0.77 | 28 |
| 22.08 → 08.09 | Short | 60.7% | +0.39% | 0.96 | 28 |
| 25.08 → 24.10 | Short | 60.7% | +0.37% | 0.25 | 28 |