Over 2022 to 2025 (4 years of data), SNPSUSUSD has tended to move long between 12.07 and 16.07, closing higher in 100.0% of those years for an average +4.01% move and an annualized Sharpe of 23.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 100.0% | +4.01% | 23.16 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +2.96% | 19.84 | 4 |
| 10.07 → 16.07 | Long | 100.0% | +2.16% | 12.85 | 4 |
| 10.07 → 15.07 | Long | 100.0% | +1.12% | 19.75 | 4 |
| 10.07 → 14.07 | Long | 100.0% | +1.01% | 19.24 | 4 |
| 07.07 → 29.07 | Long | 75.0% | +7.87% | 2.47 | 4 |
| 12.07 → 29.07 | Long | 75.0% | +7.80% | 2.84 | 4 |
| 13.07 → 29.07 | Long | 75.0% | +7.77% | 2.70 | 4 |