Over 2018 to 2025 (8 years of data), FEUSUSD has tended to move long between 11.07 and 17.07, closing higher in 100.0% of those years for an average +1.58% move and an annualized Sharpe of 15.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Long | 100.0% | +1.58% | 15.18 | 8 |
| 11.07 → 19.07 | Long | 100.0% | +1.35% | 10.78 | 8 |
| 13.07 → 17.07 | Long | 100.0% | +1.28% | 13.49 | 8 |
| 12.07 → 17.07 | Long | 100.0% | +1.14% | 11.86 | 8 |
| 11.07 → 18.07 | Long | 100.0% | +1.10% | 13.57 | 8 |
| 14.07 → 17.07 | Long | 87.5% | +1.55% | 11.52 | 8 |
| 11.07 → 20.07 | Long | 87.5% | +1.53% | 8.14 | 8 |
| 14.07 → 20.07 | Long | 87.5% | +1.50% | 9.53 | 8 |