Over 2022 to 2025 (4 years of data), SEICUSUSD has tended to move long between 07.07 and 18.07, closing higher in 100.0% of those years for an average +2.85% move and an annualized Sharpe of 5.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 18.07 | Long | 100.0% | +2.85% | 5.16 | 4 |
| 11.07 → 16.07 | Long | 100.0% | +2.69% | 10.73 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +2.66% | 9.89 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +2.41% | 4.05 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.20% | 18.94 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +2.19% | 12.25 | 4 |
| 12.07 → 18.07 | Long | 100.0% | +2.17% | 9.25 | 4 |
| 13.07 → 17.07 | Long | 100.0% | +1.67% | 22.50 | 4 |