Over 2022 to 2025 (4 years of data), SIVBUSUSD has tended to move long between 13.07 and 15.08, closing higher in 25.0% of those years for an average +5.10% move and an annualized Sharpe of 1.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 15.08 | Long | 25.0% | +5.10% | 1.92 | 4 |
| 12.07 → 15.08 | Long | 25.0% | +4.92% | 1.89 | 4 |
| 11.07 → 15.08 | Long | 25.0% | +4.50% | 1.86 | 4 |
| 13.07 → 14.08 | Long | 25.0% | +4.40% | 1.95 | 4 |
| 13.07 → 11.08 | Long | 25.0% | +4.33% | 2.05 | 4 |
| 13.07 → 12.08 | Long | 25.0% | +4.33% | 2.01 | 4 |
| 13.07 → 13.08 | Long | 25.0% | +4.33% | 1.98 | 4 |
| 12.07 → 14.08 | Long | 25.0% | +4.22% | 1.92 | 4 |