Over 2022 to 2025 (4 years of data), SNPSUSUSD has tended to move short between 23.07 and 15.09, closing higher in 100.0% of those years for an average +13.00% move and an annualized Sharpe of 2.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 15.09 | Short | 100.0% | +13.00% | 2.85 | 4 |
| 24.07 → 15.09 | Short | 100.0% | +12.72% | 2.83 | 4 |
| 28.07 → 15.09 | Short | 100.0% | +12.51% | 3.12 | 4 |
| 27.07 → 15.09 | Short | 100.0% | +12.00% | 2.94 | 4 |
| 22.07 → 15.09 | Short | 100.0% | +11.94% | 2.87 | 4 |
| 28.07 → 24.09 | Short | 100.0% | +11.24% | 3.66 | 4 |
| 27.07 → 24.09 | Short | 100.0% | +10.76% | 3.60 | 4 |
| 28.07 → 23.09 | Short | 100.0% | +10.36% | 4.06 | 4 |