Over 2017 to 2025 (9 years of data), EXPEUSUSD has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +5.15% move and an annualized Sharpe of 6.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +5.15% | 6.00 | 8 |
| 07.07 → 22.07 | Long | 100.0% | +4.36% | 7.37 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +5.04% | 5.56 | 8 |
| 09.07 → 27.07 | Long | 87.5% | +4.84% | 5.05 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +4.81% | 5.07 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +4.76% | 6.14 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +4.70% | 4.59 | 8 |
| 07.07 → 26.07 | Long | 87.5% | +4.64% | 5.56 | 8 |