Over 2022 to 2025 (4 years of data), IEXUSUSD has tended to move long between 17.07 and 29.07, closing higher in 100.0% of those years for an average +7.12% move and an annualized Sharpe of 9.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 29.07 | Long | 100.0% | +7.12% | 9.23 | 4 |
| 14.07 → 29.07 | Long | 100.0% | +6.90% | 5.27 | 4 |
| 15.07 → 29.07 | Long | 100.0% | +6.73% | 6.38 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +6.45% | 5.10 | 4 |
| 17.07 → 28.07 | Long | 100.0% | +6.07% | 9.91 | 4 |
| 14.07 → 28.07 | Long | 100.0% | +5.84% | 5.15 | 4 |
| 15.07 → 28.07 | Long | 100.0% | +5.67% | 6.50 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +5.40% | 4.92 | 4 |