Over 1998 to 2025 (28 years of data), EURSGD has tended to move long between 11.07 and 19.07, closing higher in 71.4% of those years for an average +0.21% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 71.4% | +0.21% | 1.26 | 28 |
| 08.07 → 20.07 | Long | 67.9% | +0.29% | 1.20 | 28 |
| 13.07 → 20.07 | Long | 67.9% | +0.29% | 1.82 | 28 |
| 13.07 → 21.07 | Long | 67.9% | +0.27% | 1.55 | 28 |
| 09.07 → 18.07 | Long | 67.9% | +0.24% | 1.25 | 28 |
| 11.07 → 20.07 | Long | 67.9% | +0.23% | 1.19 | 28 |
| 11.07 → 21.07 | Long | 67.9% | +0.22% | 1.03 | 28 |
| 10.07 → 20.07 | Long | 67.9% | +0.18% | 0.95 | 28 |