Over 2022 to 2025 (4 years of data), SEDGUSUSD has tended to move short between 16.08 and 10.09, closing higher in 100.0% of those years for an average +9.57% move and an annualized Sharpe of 3.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 10.09 | Short | 100.0% | +9.57% | 3.63 | 4 |
| 16.08 → 12.09 | Short | 100.0% | +9.30% | 3.63 | 4 |
| 16.08 → 09.09 | Short | 100.0% | +9.27% | 3.59 | 4 |
| 18.08 → 09.09 | Short | 100.0% | +9.23% | 3.10 | 4 |
| 16.08 → 11.09 | Short | 100.0% | +8.11% | 4.06 | 4 |
| 20.08 → 02.09 | Short | 100.0% | +5.14% | 6.24 | 4 |
| 21.08 → 02.09 | Short | 100.0% | +4.68% | 7.10 | 4 |
| 21.08 → 20.10 | Short | 75.0% | +22.97% | 2.00 | 4 |