Over 2017 to 2025 (9 years of data), IVEUSUSD has tended to move long between 20.08 and 12.09, closing higher in 88.9% of those years for an average +1.44% move and an annualized Sharpe of 3.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 12.09 | Long | 88.9% | +1.44% | 3.82 | 9 |
| 19.08 → 12.09 | Long | 88.9% | +1.26% | 2.86 | 9 |
| 20.08 → 15.09 | Long | 88.9% | +1.21% | 1.86 | 9 |
| 20.08 → 13.09 | Long | 88.9% | +1.18% | 1.98 | 9 |
| 20.08 → 16.09 | Long | 88.9% | +1.14% | 1.55 | 9 |
| 20.08 → 09.09 | Long | 88.9% | +1.04% | 3.41 | 9 |
| 19.08 → 13.09 | Long | 88.9% | +0.99% | 1.45 | 9 |
| 20.08 → 02.09 | Long | 88.9% | +0.98% | 2.23 | 9 |