Over 2020 to 2025 (6 years of data), SMHUSUSD has tended to move long between 07.07 and 14.07, closing higher in 100.0% of those years for an average +3.17% move and an annualized Sharpe of 13.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Long | 100.0% | +3.17% | 13.27 | 5 |
| 08.07 → 14.07 | Long | 100.0% | +2.64% | 10.81 | 5 |
| 07.07 → 29.07 | Long | 80.0% | +2.72% | 1.41 | 5 |
| 07.07 → 28.07 | Long | 80.0% | +2.51% | 1.34 | 5 |
| 09.07 → 14.07 | Long | 80.0% | +2.32% | 7.05 | 5 |
| 07.07 → 13.07 | Long | 80.0% | +2.26% | 6.78 | 5 |
| 07.07 → 16.07 | Long | 80.0% | +2.19% | 6.77 | 5 |
| 08.07 → 29.07 | Long | 80.0% | +2.18% | 1.17 | 5 |