Over 2022 to 2025 (4 years of data), EWUSUSD has tended to move short between 24.07 and 22.09, closing higher in 100.0% of those years for an average +17.12% move and an annualized Sharpe of 5.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 22.09 | Short | 100.0% | +17.12% | 5.37 | 4 |
| 24.07 → 21.09 | Short | 100.0% | +16.72% | 5.38 | 4 |
| 23.07 → 21.09 | Short | 100.0% | +16.68% | 5.04 | 4 |
| 24.07 → 20.09 | Short | 100.0% | +15.88% | 5.35 | 4 |
| 23.07 → 20.09 | Short | 100.0% | +15.84% | 4.99 | 4 |
| 22.07 → 20.09 | Short | 100.0% | +15.74% | 5.10 | 4 |
| 24.07 → 19.09 | Short | 100.0% | +14.87% | 5.00 | 4 |
| 23.07 → 19.09 | Short | 100.0% | +14.83% | 4.65 | 4 |