Over 2022 to 2025 (4 years of data), SBNYUSUSD has tended to move long between 12.07 and 15.08, closing higher in 25.0% of those years for an average +3.90% move and an annualized Sharpe of 1.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.08 | Long | 25.0% | +3.90% | 1.89 | 4 |
| 12.07 → 11.08 | Long | 25.0% | +3.79% | 2.01 | 4 |
| 12.07 → 12.08 | Long | 25.0% | +3.79% | 1.98 | 4 |
| 12.07 → 13.08 | Long | 25.0% | +3.79% | 1.95 | 4 |
| 12.07 → 14.08 | Long | 25.0% | +3.57% | 1.92 | 4 |
| 13.07 → 15.08 | Long | 25.0% | +3.33% | 1.92 | 4 |
| 08.07 → 05.09 | Short | 25.0% | +3.23% | 1.44 | 4 |
| 09.07 → 05.09 | Short | 25.0% | +3.23% | 1.45 | 4 |