Over 2017 to 2025 (9 years of data), SOUSUSD has tended to move short between 17.08 and 31.08, closing higher in 87.5% of those years for an average +1.49% move and an annualized Sharpe of 3.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 31.08 | Short | 87.5% | +1.49% | 3.44 | 8 |
| 20.08 → 27.08 | Short | 87.5% | +0.92% | 3.87 | 8 |
| 20.08 → 31.08 | Short | 75.0% | +1.48% | 3.77 | 8 |
| 18.08 → 31.08 | Short | 75.0% | +1.39% | 3.12 | 8 |
| 16.08 → 31.08 | Short | 75.0% | +1.32% | 2.76 | 8 |
| 17.08 → 30.08 | Short | 75.0% | +1.12% | 2.83 | 8 |
| 22.08 → 31.08 | Short | 75.0% | +1.12% | 3.81 | 8 |
| 20.08 → 28.08 | Short | 75.0% | +1.11% | 3.91 | 8 |