Over 2022 to 2025 (4 years of data), EXRUSUSD has tended to move long between 09.07 and 28.07, closing higher in 75.0% of those years for an average +3.60% move and an annualized Sharpe of 3.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 75.0% | +3.60% | 3.14 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +3.60% | 2.70 | 4 |
| 07.07 → 28.07 | Long | 75.0% | +3.50% | 2.64 | 4 |
| 08.07 → 28.07 | Long | 75.0% | +3.26% | 2.60 | 4 |
| 12.07 → 28.07 | Long | 75.0% | +3.25% | 2.05 | 4 |
| 09.07 → 29.07 | Long | 75.0% | +3.18% | 2.62 | 4 |
| 10.07 → 29.07 | Long | 75.0% | +3.18% | 2.26 | 4 |
| 07.07 → 29.07 | Long | 75.0% | +3.07% | 2.20 | 4 |