Over 1998 to 2025 (28 years of data), EURSGD has tended to move long between 15.08 and 21.09, closing higher in 64.3% of those years for an average +0.42% move and an annualized Sharpe of 0.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 21.09 | Long | 64.3% | +0.42% | 0.58 | 28 |
| 18.08 → 06.09 | Short | 64.3% | +0.37% | 0.81 | 28 |
| 18.08 → 22.09 | Long | 64.3% | +0.36% | 0.60 | 28 |
| 18.08 → 10.09 | Short | 64.3% | +0.34% | 0.59 | 28 |
| 16.08 → 21.09 | Long | 64.3% | +0.33% | 0.45 | 28 |
| 18.08 → 25.09 | Long | 64.3% | +0.33% | 0.49 | 28 |
| 18.08 → 09.09 | Short | 64.3% | +0.30% | 0.54 | 28 |
| 18.08 → 07.09 | Short | 64.3% | +0.29% | 0.62 | 28 |