Over 2022 to 2025 (4 years of data), EWUSUSD has tended to move short between 23.08 and 25.09, closing higher in 100.0% of those years for an average +9.21% move and an annualized Sharpe of 18.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 25.09 | Short | 100.0% | +9.21% | 18.95 | 4 |
| 22.08 → 25.09 | Short | 100.0% | +9.09% | 11.37 | 4 |
| 23.08 → 24.09 | Short | 100.0% | +9.05% | 16.10 | 4 |
| 21.08 → 25.09 | Short | 100.0% | +8.96% | 9.66 | 4 |
| 22.08 → 24.09 | Short | 100.0% | +8.94% | 10.45 | 4 |
| 26.08 → 25.09 | Short | 100.0% | +8.92% | 13.15 | 4 |
| 21.08 → 24.09 | Short | 100.0% | +8.79% | 8.50 | 4 |
| 23.08 → 22.09 | Short | 100.0% | +8.79% | 13.45 | 4 |