Over 2018 to 2025 (8 years of data), EZUUSUSD has tended to move long between 07.07 and 22.07, closing higher in 87.5% of those years for an average +2.23% move and an annualized Sharpe of 5.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 87.5% | +2.23% | 5.61 | 8 |
| 10.07 → 22.07 | Long | 87.5% | +1.94% | 5.50 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +1.87% | 5.03 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +1.56% | 1.40 | 8 |
| 08.07 → 23.07 | Long | 87.5% | +1.55% | 3.86 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +1.54% | 3.36 | 8 |
| 08.07 → 24.07 | Long | 87.5% | +1.38% | 3.04 | 8 |
| 07.07 → 12.07 | Long | 87.5% | +1.07% | 4.35 | 8 |