Over 2017 to 2025 (9 years of data), EXPEUSUSD has tended to move short between 28.07 and 04.08, closing higher in 87.5% of those years for an average +6.08% move and an annualized Sharpe of 9.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 04.08 | Short | 87.5% | +6.08% | 9.41 | 8 |
| 28.07 → 03.08 | Short | 87.5% | +6.07% | 7.76 | 8 |
| 27.07 → 04.08 | Short | 87.5% | +5.58% | 7.47 | 8 |
| 27.07 → 03.08 | Short | 87.5% | +5.56% | 6.07 | 8 |
| 22.07 → 04.08 | Short | 87.5% | +5.07% | 3.99 | 8 |
| 28.07 → 07.08 | Short | 87.5% | +4.92% | 5.87 | 8 |
| 28.07 → 05.08 | Short | 87.5% | +4.77% | 7.40 | 8 |
| 27.07 → 07.08 | Short | 87.5% | +4.41% | 4.64 | 8 |