Over 2022 to 2025 (4 years of data), SFMUSUSD has tended to move long between 11.07 and 23.07, closing higher in 100.0% of those years for an average +4.82% move and an annualized Sharpe of 21.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 100.0% | +4.82% | 21.92 | 4 |
| 11.07 → 16.07 | Long | 100.0% | +4.53% | 19.05 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +4.47% | 15.36 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +4.42% | 8.98 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +4.39% | 15.46 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +4.27% | 13.77 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +4.11% | 9.13 | 4 |
| 10.07 → 16.07 | Long | 100.0% | +4.10% | 14.41 | 4 |