Over 2017 to 2025 (9 years of data), EWJUSUSD has tended to move long between 07.07 and 23.07, closing higher in 100.0% of those years for an average +2.02% move and an annualized Sharpe of 6.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 100.0% | +2.02% | 6.75 | 9 |
| 07.07 → 22.07 | Long | 100.0% | +2.00% | 7.10 | 9 |
| 11.07 → 31.08 | Long | 88.9% | +1.95% | 1.97 | 9 |
| 08.07 → 23.07 | Long | 88.9% | +1.69% | 6.86 | 9 |
| 08.07 → 22.07 | Long | 88.9% | +1.68% | 6.92 | 9 |
| 09.07 → 23.07 | Long | 88.9% | +1.55% | 5.59 | 9 |
| 09.07 → 22.07 | Long | 88.9% | +1.54% | 5.73 | 9 |
| 07.07 → 02.09 | Long | 77.8% | +2.85% | 2.12 | 9 |