Over 2022 to 2025 (4 years of data), IQVUSUSD has tended to move long between 09.07 and 28.07, closing higher in 100.0% of those years for an average +12.64% move and an annualized Sharpe of 9.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 100.0% | +12.64% | 9.95 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +12.61% | 8.63 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +12.52% | 9.17 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +12.48% | 8.12 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +12.08% | 10.06 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +12.03% | 9.51 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +11.95% | 10.30 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +11.93% | 9.45 | 4 |