Over 2017 to 2025 (9 years of data), SCHWUSUSD has tended to move long between 07.07 and 27.07, closing higher in 87.5% of those years for an average +4.22% move and an annualized Sharpe of 2.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 87.5% | +4.22% | 2.64 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +3.84% | 2.16 | 8 |
| 12.07 → 09.09 | Long | 87.5% | +1.55% | 0.39 | 8 |
| 07.07 → 28.07 | Long | 75.0% | +4.44% | 2.70 | 8 |
| 10.07 → 28.07 | Long | 75.0% | +3.76% | 2.30 | 8 |
| 07.07 → 23.07 | Long | 75.0% | +3.64% | 2.27 | 8 |
| 07.07 → 11.08 | Long | 75.0% | +3.60% | 1.10 | 8 |
| 08.07 → 29.07 | Long | 75.0% | +3.58% | 1.95 | 8 |