Over 2018 to 2025 (8 years of data), SHWUSUSD has tended to move short between 12.09 and 07.10, closing higher in 87.5% of those years for an average +4.99% move and an annualized Sharpe of 4.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 07.10 | Short | 87.5% | +4.99% | 4.06 | 8 |
| 12.09 → 05.10 | Short | 87.5% | +4.46% | 5.05 | 8 |
| 12.09 → 06.10 | Short | 87.5% | +4.45% | 4.86 | 8 |
| 13.09 → 08.10 | Short | 87.5% | +4.39% | 4.30 | 8 |
| 13.09 → 07.10 | Short | 87.5% | +4.32% | 4.22 | 8 |
| 14.09 → 08.10 | Short | 87.5% | +4.22% | 4.76 | 8 |
| 12.09 → 02.10 | Short | 87.5% | +4.20% | 4.85 | 8 |
| 14.09 → 07.10 | Short | 87.5% | +4.15% | 4.65 | 8 |