Over 2022 to 2025 (4 years of data), SCCOUSUSD has tended to move short between 07.07 and 02.08, closing higher in 75.0% of those years for an average +4.25% move and an annualized Sharpe of 1.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.08 | Short | 75.0% | +4.25% | 1.19 | 4 |
| 07.07 → 05.09 | Short | 75.0% | +4.18% | 0.92 | 4 |
| 07.07 → 04.09 | Short | 75.0% | +4.08% | 0.92 | 4 |
| 07.07 → 18.08 | Short | 75.0% | +4.04% | 1.51 | 4 |
| 07.07 → 03.08 | Short | 75.0% | +4.02% | 1.13 | 4 |
| 07.07 → 01.08 | Short | 75.0% | +3.98% | 1.29 | 4 |
| 07.07 → 19.08 | Short | 75.0% | +3.98% | 1.48 | 4 |
| 08.07 → 02.08 | Short | 75.0% | +3.93% | 1.15 | 4 |