Over 2017 to 2025 (9 years of data), IVEUSUSD has tended to move long between 07.07 and 29.07, closing higher in 100.0% of those years for an average +2.82% move and an annualized Sharpe of 7.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 100.0% | +2.82% | 7.72 | 9 |
| 08.07 → 29.07 | Long | 100.0% | +2.82% | 7.47 | 9 |
| 07.07 → 28.07 | Long | 100.0% | +2.79% | 9.15 | 9 |
| 08.07 → 28.07 | Long | 100.0% | +2.79% | 9.00 | 9 |
| 07.07 → 30.07 | Long | 100.0% | +2.66% | 6.40 | 9 |
| 07.07 → 27.07 | Long | 100.0% | +2.65% | 9.38 | 9 |
| 08.07 → 27.07 | Long | 100.0% | +2.65% | 9.03 | 9 |
| 10.07 → 28.07 | Long | 100.0% | +2.63% | 6.23 | 9 |