Over 2017 to 2025 (9 years of data), SNAPUSUSD has tended to move short between 11.07 and 25.08, closing higher in 87.5% of those years for an average +17.70% move and an annualized Sharpe of 3.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 25.08 | Short | 87.5% | +17.70% | 3.25 | 8 |
| 11.07 → 26.08 | Short | 87.5% | +17.65% | 3.19 | 8 |
| 11.07 → 27.08 | Short | 87.5% | +17.49% | 3.19 | 8 |
| 11.07 → 22.08 | Short | 87.5% | +17.35% | 3.08 | 8 |
| 11.07 → 09.09 | Short | 87.5% | +17.30% | 2.43 | 8 |
| 11.07 → 28.08 | Short | 87.5% | +17.27% | 3.00 | 8 |
| 11.07 → 24.08 | Short | 87.5% | +17.22% | 3.10 | 8 |
| 11.07 → 29.08 | Short | 87.5% | +17.08% | 2.85 | 8 |