Over 2022 to 2025 (4 years of data), IRUSUSD has tended to move long between 08.07 and 25.07, closing higher in 100.0% of those years for an average +3.38% move and an annualized Sharpe of 6.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.07 | Long | 100.0% | +3.38% | 6.17 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +3.20% | 6.10 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +3.07% | 8.39 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +2.89% | 8.55 | 4 |
| 09.07 → 25.07 | Long | 100.0% | +2.87% | 5.80 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +2.56% | 7.67 | 4 |
| 08.07 → 30.07 | Long | 75.0% | +6.14% | 3.27 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +5.95% | 3.17 | 4 |