Over 2022 to 2025 (4 years of data), EWBCUSUSD has tended to move long between 10.07 and 19.07, closing higher in 100.0% of those years for an average +9.07% move and an annualized Sharpe of 11.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 19.07 | Long | 100.0% | +9.07% | 11.49 | 4 |
| 11.07 → 19.07 | Long | 100.0% | +8.91% | 12.96 | 4 |
| 10.07 → 18.07 | Long | 100.0% | +8.84% | 12.60 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +8.68% | 15.15 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +8.65% | 10.23 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +8.46% | 9.76 | 4 |
| 10.07 → 20.07 | Long | 100.0% | +8.32% | 9.23 | 4 |
| 11.07 → 20.07 | Long | 100.0% | +8.17% | 10.00 | 4 |