Over 2017 to 2025 (9 years of data), USBUSUSD has tended to move long between 08.07 and 26.07, closing higher in 87.5% of those years for an average +6.48% move and an annualized Sharpe of 4.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 87.5% | +6.48% | 4.58 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +6.25% | 3.61 | 8 |
| 07.07 → 26.07 | Long | 87.5% | +6.21% | 4.24 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +6.20% | 3.76 | 8 |
| 08.07 → 25.07 | Long | 87.5% | +6.12% | 4.45 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +5.94% | 3.45 | 8 |
| 07.07 → 25.07 | Long | 87.5% | +5.85% | 4.12 | 8 |
| 07.07 → 30.07 | Long | 87.5% | +5.81% | 3.02 | 8 |