Over 2017 to 2025 (9 years of data), ICEUSUSD has tended to move long between 07.07 and 09.08, closing higher in 100.0% of those years for an average +5.28% move and an annualized Sharpe of 4.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 09.08 | Long | 100.0% | +5.28% | 4.30 | 8 |
| 07.07 → 08.08 | Long | 100.0% | +5.08% | 4.43 | 8 |
| 07.07 → 10.08 | Long | 100.0% | +4.90% | 3.90 | 8 |
| 07.07 → 07.08 | Long | 100.0% | +4.68% | 4.58 | 8 |
| 07.07 → 06.08 | Long | 100.0% | +4.39% | 5.37 | 8 |
| 08.07 → 06.08 | Long | 100.0% | +4.14% | 5.16 | 8 |
| 07.07 → 24.07 | Long | 100.0% | +3.52% | 9.53 | 8 |
| 07.07 → 25.07 | Long | 100.0% | +3.45% | 8.15 | 8 |