Over 2018 to 2025 (8 years of data), EXCUSUSD has tended to move long between 09.07 and 30.07, closing higher in 87.5% of those years for an average +3.00% move and an annualized Sharpe of 2.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 87.5% | +3.00% | 2.65 | 8 |
| 09.07 → 01.08 | Long | 87.5% | +2.96% | 2.15 | 8 |
| 10.07 → 30.07 | Long | 87.5% | +2.85% | 2.58 | 8 |
| 10.07 → 01.08 | Long | 87.5% | +2.82% | 2.10 | 8 |
| 09.07 → 28.07 | Long | 87.5% | +2.70% | 3.02 | 8 |
| 09.07 → 29.07 | Long | 87.5% | +2.68% | 2.86 | 8 |
| 10.07 → 28.07 | Long | 87.5% | +2.56% | 2.90 | 8 |
| 09.07 → 31.07 | Long | 87.5% | +2.40% | 1.91 | 8 |