Over 2022 to 2025 (4 years of data), IEXUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +6.97% move and an annualized Sharpe of 8.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +6.97% | 8.40 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +6.58% | 7.12 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +6.42% | 9.53 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +6.37% | 6.54 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +6.37% | 4.80 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +6.07% | 4.78 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +6.03% | 7.64 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +5.80% | 5.08 | 4 |