Over 2017 to 2025 (9 years of data), METUSUSD has tended to move long between 07.07 and 28.08, closing higher in 87.5% of those years for an average +4.95% move and an annualized Sharpe of 1.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.08 | Long | 87.5% | +4.95% | 1.94 | 8 |
| 07.07 → 04.09 | Long | 87.5% | +4.90% | 2.04 | 8 |
| 10.07 → 28.08 | Long | 87.5% | +4.88% | 1.96 | 8 |
| 10.07 → 04.09 | Long | 87.5% | +4.84% | 2.02 | 8 |
| 08.07 → 28.08 | Long | 87.5% | +4.83% | 1.88 | 8 |
| 07.07 → 30.08 | Long | 87.5% | +4.70% | 1.78 | 8 |
| 07.07 → 03.09 | Long | 87.5% | +4.69% | 1.75 | 8 |
| 07.07 → 29.08 | Long | 87.5% | +4.65% | 1.84 | 8 |