Over 2017 to 2025 (9 years of data), EWHUSUSD has tended to move short between 26.08 and 15.10, closing higher in 87.5% of those years for an average +2.82% move and an annualized Sharpe of 1.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 15.10 | Short | 87.5% | +2.82% | 1.08 | 8 |
| 27.08 → 15.10 | Short | 87.5% | +2.64% | 1.14 | 8 |
| 25.08 → 15.10 | Short | 87.5% | +2.61% | 1.02 | 8 |
| 27.08 → 18.10 | Short | 87.5% | +2.60% | 0.96 | 8 |
| 26.08 → 14.10 | Short | 87.5% | +2.53% | 0.80 | 8 |
| 27.08 → 14.10 | Short | 87.5% | +2.37% | 0.83 | 8 |
| 22.08 → 15.10 | Short | 87.5% | +2.32% | 0.84 | 8 |
| 25.08 → 14.10 | Short | 87.5% | +2.32% | 0.74 | 8 |