Over 2017 to 2025 (9 years of data), EWZUSUSD has tended to move long between 07.07 and 28.07, closing higher in 77.8% of those years for an average +3.82% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 77.8% | +3.82% | 2.92 | 9 |
| 08.07 → 28.07 | Long | 77.8% | +3.79% | 3.08 | 9 |
| 08.07 → 27.07 | Long | 77.8% | +3.67% | 2.93 | 9 |
| 10.07 → 12.08 | Long | 77.8% | +2.92% | 1.33 | 9 |
| 10.07 → 09.08 | Long | 77.8% | +2.81% | 1.54 | 9 |
| 10.07 → 11.08 | Long | 77.8% | +2.68% | 1.18 | 9 |
| 08.07 → 26.07 | Long | 77.8% | +2.65% | 2.48 | 9 |
| 07.07 → 16.07 | Long | 77.8% | +1.51% | 2.44 | 9 |