Over 2022 to 2025 (4 years of data), ZUSUSD has tended to move long between 07.07 and 13.08, closing higher in 100.0% of those years for an average +16.25% move and an annualized Sharpe of 29.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.08 | Long | 100.0% | +16.25% | 29.96 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +16.05% | 27.35 | 4 |
| 07.07 → 14.08 | Long | 100.0% | +15.14% | 22.65 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +14.96% | 17.35 | 4 |
| 08.07 → 14.08 | Long | 100.0% | +14.94% | 21.16 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +14.84% | 16.47 | 4 |
| 08.07 → 12.08 | Long | 100.0% | +14.63% | 16.63 | 4 |
| 09.07 → 14.08 | Long | 100.0% | +13.84% | 23.67 | 4 |