Over 2022 to 2025 (4 years of data), ZENUSUSD has tended to move long between 13.07 and 11.09, closing higher in 25.0% of those years for an average +1.28% move and an annualized Sharpe of 1.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 25.0% | +1.28% | 1.42 | 4 |
| 13.07 → 29.08 | Long | 25.0% | +1.27% | 1.61 | 4 |
| 13.07 → 30.08 | Long | 25.0% | +1.26% | 1.59 | 4 |
| 13.07 → 31.08 | Long | 25.0% | +1.22% | 1.58 | 4 |
| 13.07 → 01.09 | Long | 25.0% | +1.22% | 1.56 | 4 |
| 13.07 → 02.09 | Long | 25.0% | +1.22% | 1.54 | 4 |
| 13.07 → 03.09 | Long | 25.0% | +1.22% | 1.53 | 4 |
| 13.07 → 04.09 | Long | 25.0% | +1.22% | 1.52 | 4 |