Over 2022 to 2025 (4 years of data), SCIUSUSD has tended to move short between 13.07 and 05.08, closing higher in 100.0% of those years for an average +2.15% move and an annualized Sharpe of 6.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.08 | Short | 100.0% | +2.15% | 6.49 | 4 |
| 10.07 → 31.07 | Long | 75.0% | +6.02% | 3.75 | 4 |
| 12.07 → 31.07 | Long | 75.0% | +6.01% | 4.43 | 4 |
| 09.07 → 31.07 | Long | 75.0% | +5.50% | 3.20 | 4 |
| 11.07 → 31.07 | Long | 75.0% | +5.41% | 3.41 | 4 |
| 08.07 → 31.07 | Long | 75.0% | +5.33% | 2.87 | 4 |
| 07.07 → 31.07 | Long | 75.0% | +5.23% | 2.93 | 4 |
| 10.07 → 30.07 | Long | 75.0% | +5.16% | 2.94 | 4 |