Over 2018 to 2025 (8 years of data), FEUSUSD has tended to move long between 09.07 and 19.07, closing higher in 100.0% of those years for an average +2.06% move and an annualized Sharpe of 8.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 19.07 | Long | 100.0% | +2.06% | 8.70 | 8 |
| 09.07 → 20.07 | Long | 100.0% | +2.05% | 8.49 | 8 |
| 09.07 → 17.07 | Long | 100.0% | +1.99% | 10.99 | 8 |
| 10.07 → 17.07 | Long | 100.0% | +1.83% | 8.52 | 8 |
| 09.07 → 16.07 | Long | 100.0% | +1.78% | 11.75 | 8 |
| 10.07 → 16.07 | Long | 100.0% | +1.61% | 12.67 | 8 |
| 09.07 → 15.07 | Long | 100.0% | +1.60% | 9.59 | 8 |
| 09.07 → 18.07 | Long | 87.5% | +1.94% | 8.74 | 8 |