Over 2022 to 2025 (4 years of data), SOAIDXZAR has tended to move long between 09.07 and 27.08, closing higher in 100.0% of those years for an average +2.69% move and an annualized Sharpe of 3.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 27.08 | Long | 100.0% | +2.69% | 3.16 | 3 |
| 09.07 → 31.07 | Long | 100.0% | +2.68% | 3.67 | 3 |
| 10.07 → 31.07 | Long | 100.0% | +2.66% | 4.42 | 3 |
| 09.07 → 30.07 | Long | 100.0% | +2.55% | 3.06 | 3 |
| 10.07 → 30.07 | Long | 100.0% | +2.52% | 3.77 | 3 |
| 11.07 → 31.07 | Long | 100.0% | +2.44% | 4.59 | 3 |
| 10.07 → 28.07 | Long | 100.0% | +2.43% | 4.76 | 3 |
| 10.07 → 29.07 | Long | 100.0% | +2.41% | 4.50 | 3 |