Over 2017 to 2025 (9 years of data), SCHWUSUSD has tended to move long between 21.07 and 29.07, closing higher in 75.0% of those years for an average +2.11% move and an annualized Sharpe of 3.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 29.07 | Long | 75.0% | +2.11% | 3.80 | 8 |
| 21.07 → 24.07 | Long | 75.0% | +1.43% | 8.75 | 8 |
| 21.07 → 19.09 | Long | 75.0% | +1.31% | 0.38 | 8 |
| 21.07 → 25.07 | Long | 75.0% | +1.29% | 4.99 | 8 |
| 26.07 → 21.08 | Short | 75.0% | +1.24% | 0.53 | 8 |
| 22.07 → 03.08 | Short | 75.0% | +1.23% | 1.39 | 8 |
| 22.07 → 04.08 | Short | 75.0% | +1.11% | 1.23 | 8 |
| 21.07 → 03.08 | Short | 75.0% | +0.81% | 0.84 | 8 |