Over 2022 to 2025 (4 years of data), IRUSUSD has tended to move long between 22.07 and 29.07, closing higher in 100.0% of those years for an average +4.29% move and an annualized Sharpe of 7.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 29.07 | Long | 100.0% | +4.29% | 7.22 | 4 |
| 22.07 → 30.07 | Long | 100.0% | +3.66% | 6.71 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +3.61% | 6.06 | 4 |
| 19.07 → 29.07 | Long | 75.0% | +4.98% | 3.57 | 4 |
| 20.07 → 29.07 | Long | 75.0% | +4.50% | 4.67 | 4 |
| 19.07 → 30.07 | Long | 75.0% | +4.32% | 3.18 | 4 |
| 21.07 → 29.07 | Long | 75.0% | +4.13% | 5.06 | 4 |
| 20.07 → 30.07 | Long | 75.0% | +3.86% | 4.17 | 4 |