Over 2022 to 2025 (4 years of data), SEDGUSUSD has tended to move long between 07.07 and 21.07, closing higher in 100.0% of those years for an average +7.13% move and an annualized Sharpe of 4.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 100.0% | +7.13% | 4.70 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.12% | 8.11 | 4 |
| 07.07 → 17.07 | Long | 100.0% | +4.85% | 6.09 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +4.61% | 8.75 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +4.29% | 10.63 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +3.52% | 5.73 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +2.72% | 4.43 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +2.71% | 7.64 | 4 |