Over 2020 to 2025 (6 years of data), SNOWUSUSD has tended to move short between 09.07 and 19.08, closing higher in 100.0% of those years for an average +6.83% move and an annualized Sharpe of 4.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 19.08 | Short | 100.0% | +6.83% | 4.79 | 5 |
| 09.07 → 20.08 | Short | 100.0% | +6.25% | 4.78 | 5 |
| 10.07 → 19.08 | Short | 100.0% | +5.92% | 3.90 | 5 |
| 11.07 → 19.08 | Short | 100.0% | +5.90% | 3.40 | 5 |
| 09.07 → 21.08 | Short | 100.0% | +5.89% | 4.81 | 5 |
| 10.07 → 20.08 | Short | 100.0% | +5.35% | 4.14 | 5 |
| 11.07 → 20.08 | Short | 100.0% | +5.34% | 3.61 | 5 |
| 09.07 → 01.08 | Short | 100.0% | +4.99% | 4.71 | 5 |