Over 2020 to 2025 (6 years of data), FINXUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +4.45% move and an annualized Sharpe of 8.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +4.45% | 8.12 | 6 |
| 07.07 → 27.07 | Long | 100.0% | +4.23% | 5.31 | 6 |
| 08.07 → 22.07 | Long | 100.0% | +4.23% | 8.40 | 6 |
| 12.07 → 22.07 | Long | 100.0% | +4.08% | 7.66 | 6 |
| 07.07 → 28.07 | Long | 100.0% | +4.04% | 4.39 | 6 |
| 08.07 → 27.07 | Long | 100.0% | +4.01% | 5.50 | 6 |
| 07.07 → 21.07 | Long | 100.0% | +3.96% | 7.28 | 6 |
| 07.07 → 23.07 | Long | 100.0% | +3.91% | 6.60 | 6 |