Over 2018 to 2025 (8 years of data), EZUUSUSD has tended to move short between 25.08 and 10.10, closing higher in 87.5% of those years for an average +3.32% move and an annualized Sharpe of 2.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 10.10 | Short | 87.5% | +3.32% | 2.19 | 8 |
| 25.08 → 18.09 | Short | 87.5% | +1.04% | 1.62 | 8 |
| 25.08 → 09.09 | Short | 87.5% | +0.80% | 1.85 | 8 |
| 25.08 → 17.09 | Short | 87.5% | +0.79% | 1.35 | 8 |
| 24.08 → 18.09 | Short | 87.5% | +0.71% | 1.15 | 8 |
| 25.08 → 16.09 | Short | 87.5% | +0.68% | 1.24 | 8 |
| 23.08 → 18.09 | Short | 87.5% | +0.53% | 0.84 | 8 |
| 25.08 → 15.09 | Short | 87.5% | +0.41% | 0.82 | 8 |