Over 2017 to 2025 (9 years of data), METUSUSD has tended to move long between 20.08 and 14.09, closing higher in 100.0% of those years for an average +3.24% move and an annualized Sharpe of 6.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 14.09 | Long | 100.0% | +3.24% | 6.06 | 8 |
| 21.08 → 14.09 | Long | 100.0% | +3.11% | 5.36 | 8 |
| 20.08 → 15.10 | Long | 87.5% | +4.27% | 1.80 | 8 |
| 21.08 → 15.10 | Long | 87.5% | +4.14% | 1.72 | 8 |
| 22.08 → 15.10 | Long | 87.5% | +4.01% | 1.59 | 8 |
| 16.08 → 07.10 | Long | 87.5% | +3.57% | 1.61 | 8 |
| 20.08 → 18.09 | Long | 87.5% | +3.52% | 3.80 | 8 |
| 21.08 → 18.09 | Long | 87.5% | +3.40% | 3.40 | 8 |