Over 2017 to 2025 (9 years of data), GEUSUSD has tended to move long between 08.07 and 28.07, closing higher in 77.8% of those years for an average +4.09% move and an annualized Sharpe of 2.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 77.8% | +4.09% | 2.80 | 9 |
| 08.07 → 26.07 | Long | 77.8% | +3.83% | 3.15 | 9 |
| 10.07 → 28.07 | Long | 77.8% | +3.69% | 2.49 | 9 |
| 13.07 → 28.07 | Long | 77.8% | +3.61% | 2.38 | 9 |
| 13.07 → 26.07 | Long | 77.8% | +3.33% | 2.78 | 9 |
| 11.07 → 28.07 | Long | 77.8% | +3.31% | 2.02 | 9 |
| 09.07 → 28.07 | Long | 77.8% | +3.29% | 2.28 | 9 |
| 12.07 → 28.07 | Long | 77.8% | +3.09% | 2.10 | 9 |