Over 2022 to 2025 (4 years of data), EWBCUSUSD has tended to move long between 11.07 and 20.07, closing higher in 100.0% of those years for an average +8.92% move and an annualized Sharpe of 10.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 100.0% | +8.92% | 10.85 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +8.60% | 12.04 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +8.30% | 9.23 | 4 |
| 16.07 → 20.07 | Long | 100.0% | +8.29% | 25.69 | 4 |
| 11.07 → 19.07 | Long | 100.0% | +8.24% | 11.69 | 4 |
| 15.07 → 20.07 | Long | 100.0% | +8.16% | 13.18 | 4 |
| 16.07 → 23.07 | Long | 100.0% | +8.03% | 15.79 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +7.99% | 9.85 | 4 |