Over 2022 to 2025 (4 years of data), SOAIDXZAR has tended to move long between 08.09 and 26.09, closing higher in 100.0% of those years for an average +5.45% move and an annualized Sharpe of 5.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 26.09 | Long | 100.0% | +5.45% | 5.37 | 3 |
| 08.09 → 16.10 | Long | 100.0% | +5.34% | 2.58 | 4 |
| 08.09 → 05.11 | Long | 100.0% | +5.18% | 3.36 | 4 |
| 08.09 → 06.11 | Long | 100.0% | +5.06% | 3.16 | 4 |
| 08.09 → 25.09 | Long | 100.0% | +4.96% | 8.36 | 3 |
| 09.09 → 16.10 | Long | 100.0% | +4.92% | 2.53 | 4 |
| 08.09 → 17.10 | Long | 100.0% | +4.91% | 2.63 | 4 |
| 08.09 → 15.10 | Long | 100.0% | +4.89% | 2.63 | 4 |