Over 2017 to 2025 (9 years of data), METUSUSD has tended to move long between 22.08 and 15.10, closing higher in 87.5% of those years for an average +4.01% move and an annualized Sharpe of 1.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 15.10 | Long | 87.5% | +4.01% | 1.59 | 8 |
| 23.08 → 15.10 | Long | 87.5% | +3.93% | 1.70 | 8 |
| 24.08 → 15.10 | Long | 87.5% | +3.75% | 1.80 | 8 |
| 27.08 → 15.10 | Long | 87.5% | +3.17% | 1.55 | 8 |
| 27.08 → 14.10 | Long | 87.5% | +3.01% | 1.46 | 8 |
| 22.08 → 14.09 | Long | 87.5% | +2.97% | 4.47 | 8 |
| 24.08 → 17.09 | Long | 87.5% | +2.94% | 3.16 | 8 |
| 23.08 → 14.09 | Long | 87.5% | +2.92% | 4.05 | 8 |