Over 2022 to 2025 (4 years of data), SGENUSUSD has tended to move short between 13.07 and 22.08, closing higher in 50.0% of those years for an average +1.84% move and an annualized Sharpe of 1.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.08 | Short | 50.0% | +1.84% | 1.88 | 4 |
| 13.07 → 21.08 | Short | 50.0% | +1.65% | 2.24 | 4 |
| 13.07 → 17.08 | Short | 50.0% | +1.44% | 2.92 | 4 |
| 12.07 → 21.08 | Short | 50.0% | +1.39% | 1.89 | 4 |
| 13.07 → 14.08 | Short | 50.0% | +1.31% | 2.64 | 4 |
| 13.07 → 16.08 | Short | 50.0% | +1.24% | 3.08 | 4 |
| 13.07 → 15.08 | Short | 50.0% | +1.21% | 3.00 | 4 |
| 12.07 → 17.08 | Short | 50.0% | +1.18% | 2.57 | 4 |