United States
Over 2022 to 2025 (4 years of data), EWBCUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +18.86% move and an annualized Sharpe of 3.51.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+18.86%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +18.86% | 3.51 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +18.20% | 3.68 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +17.70% |
| 3.94 |
| 4 |
| 05.10 → 02.12 | Long | 100.0% | +16.69% | 2.60 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +16.69% | 4.43 | 4 |
| 11.10 → 25.11 | Long | 100.0% | +16.64% | 4.27 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +16.28% | 3.84 | 4 |
| 05.10 → 01.12 | Long | 100.0% | +16.18% | 2.70 | 4 |