Over 2022 to 2025 (4 years of data), SCIUSUSD has tended to move short between 17.08 and 09.10, closing higher in 100.0% of those years for an average +6.24% move and an annualized Sharpe of 3.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 09.10 | Short | 100.0% | +6.24% | 3.45 | 4 |
| 14.08 → 09.10 | Short | 100.0% | +6.02% | 3.12 | 4 |
| 18.08 → 09.10 | Short | 100.0% | +5.94% | 3.54 | 4 |
| 16.08 → 09.10 | Short | 100.0% | +5.91% | 3.34 | 4 |
| 15.08 → 09.10 | Short | 100.0% | +5.55% | 3.09 | 4 |
| 13.08 → 09.10 | Short | 100.0% | +5.54% | 2.61 | 4 |
| 17.08 → 08.10 | Short | 75.0% | +5.82% | 2.85 | 4 |
| 17.08 → 12.10 | Short | 75.0% | +5.77% | 2.41 | 4 |