Over 2017 to 2025 (9 years of data), EXPEUSUSD has tended to move long between 27.08 and 30.08, closing higher in 100.0% of those years for an average +1.32% move and an annualized Sharpe of 17.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 30.08 | Long | 100.0% | +1.32% | 17.11 | 8 |
| 21.08 → 13.09 | Long | 87.5% | +4.02% | 3.69 | 8 |
| 22.08 → 12.09 | Long | 87.5% | +3.55% | 4.70 | 8 |
| 22.08 → 13.09 | Long | 87.5% | +3.49% | 3.73 | 8 |
| 23.08 → 14.09 | Long | 87.5% | +3.42% | 4.63 | 8 |
| 23.08 → 15.09 | Long | 87.5% | +3.33% | 4.03 | 8 |
| 23.08 → 12.09 | Long | 87.5% | +3.26% | 5.42 | 8 |
| 23.08 → 13.09 | Long | 87.5% | +3.17% | 5.00 | 8 |