Over 2017 to 2025 (9 years of data), IYRUSUSD has tended to move long between 08.07 and 06.09, closing higher in 88.9% of those years for an average +4.12% move and an annualized Sharpe of 2.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 88.9% | +4.12% | 2.46 | 9 |
| 10.07 → 06.09 | Long | 88.9% | +4.11% | 2.56 | 9 |
| 10.07 → 07.09 | Long | 88.9% | +4.08% | 2.44 | 9 |
| 07.07 → 05.09 | Long | 88.9% | +4.07% | 2.28 | 9 |
| 07.07 → 02.09 | Long | 88.9% | +4.05% | 2.32 | 9 |
| 08.07 → 05.09 | Long | 88.9% | +4.02% | 2.31 | 9 |
| 10.07 → 05.09 | Long | 88.9% | +4.01% | 2.45 | 9 |
| 07.07 → 31.08 | Long | 88.9% | +4.00% | 2.52 | 9 |