Over 2022 to 2025 (4 years of data), EWUSUSD has tended to move short between 10.07 and 05.09, closing higher in 75.0% of those years for an average +12.62% move and an annualized Sharpe of 2.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 05.09 | Short | 75.0% | +12.62% | 2.73 | 4 |
| 11.07 → 05.09 | Short | 75.0% | +12.48% | 2.62 | 4 |
| 10.07 → 04.09 | Short | 75.0% | +12.21% | 2.93 | 4 |
| 10.07 → 03.09 | Short | 75.0% | +12.09% | 2.93 | 4 |
| 11.07 → 04.09 | Short | 75.0% | +12.08% | 2.79 | 4 |
| 11.07 → 03.09 | Short | 75.0% | +11.95% | 2.79 | 4 |
| 12.07 → 05.09 | Short | 75.0% | +11.89% | 2.50 | 4 |
| 10.07 → 06.09 | Short | 75.0% | +11.83% | 2.52 | 4 |