Over 2017 to 2025 (9 years of data), SGDIDXSGD has tended to move long between 08.07 and 23.07, closing higher in 87.5% of those years for an average +2.07% move and an annualized Sharpe of 3.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 87.5% | +2.07% | 3.61 | 8 |
| 08.07 → 20.07 | Long | 87.5% | +1.99% | 4.98 | 8 |
| 08.07 → 21.07 | Long | 87.5% | +1.99% | 4.50 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +1.99% | 3.83 | 8 |
| 08.07 → 19.07 | Long | 87.5% | +1.92% | 4.39 | 8 |
| 12.07 → 06.09 | Short | 87.5% | +1.63% | 0.83 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +1.62% | 2.45 | 8 |
| 07.07 → 20.07 | Long | 87.5% | +1.55% | 3.08 | 8 |