Over 2018 to 2025 (8 years of data), EXCUSUSD has tended to move long between 25.07 and 13.08, closing higher in 87.5% of those years for an average +1.97% move and an annualized Sharpe of 2.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 13.08 | Long | 87.5% | +1.97% | 2.40 | 8 |
| 24.07 → 29.07 | Long | 87.5% | +1.82% | 8.30 | 8 |
| 25.07 → 31.07 | Long | 87.5% | +1.77% | 7.18 | 8 |
| 25.07 → 29.07 | Long | 87.5% | +1.70% | 7.75 | 8 |
| 24.07 → 30.07 | Long | 87.5% | +1.65% | 7.59 | 8 |
| 25.07 → 12.08 | Long | 87.5% | +1.64% | 2.22 | 8 |
| 25.07 → 07.08 | Long | 87.5% | +1.56% | 2.60 | 8 |
| 25.07 → 30.07 | Long | 87.5% | +1.54% | 7.12 | 8 |