Over 2022 to 2025 (4 years of data), EVRGUSUSD has tended to move long between 10.07 and 12.08, closing higher in 100.0% of those years for an average +6.72% move and an annualized Sharpe of 5.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 12.08 | Long | 100.0% | +6.72% | 5.82 | 4 |
| 10.07 → 11.08 | Long | 100.0% | +6.56% | 5.54 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +6.36% | 5.44 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +6.28% | 5.83 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +6.15% | 7.19 | 4 |
| 07.07 → 01.08 | Long | 100.0% | +6.08% | 5.35 | 4 |
| 10.07 → 08.08 | Long | 100.0% | +6.03% | 5.65 | 4 |
| 10.07 → 02.08 | Long | 100.0% | +5.85% | 5.34 | 4 |