Over 2017 to 2025 (9 years of data), SGDIDXSGD has tended to move short between 14.08 and 19.08, closing higher in 87.5% of those years for an average +1.79% move and an annualized Sharpe of 4.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 19.08 | Short | 87.5% | +1.79% | 4.47 | 8 |
| 14.08 → 21.08 | Short | 87.5% | +1.79% | 3.72 | 8 |
| 14.08 → 20.08 | Short | 87.5% | +1.73% | 4.02 | 8 |
| 14.08 → 18.08 | Short | 87.5% | +1.50% | 4.47 | 8 |
| 13.08 → 19.08 | Short | 87.5% | +1.39% | 2.77 | 8 |
| 14.08 → 17.08 | Short | 87.5% | +1.36% | 4.80 | 8 |
| 13.08 → 20.08 | Short | 87.5% | +1.34% | 2.54 | 8 |
| 13.08 → 18.08 | Short | 87.5% | +1.11% | 2.58 | 8 |