Over 2017 to 2025 (9 years of data), SOUSUSD has tended to move long between 09.07 and 01.08, closing higher in 100.0% of those years for an average +4.88% move and an annualized Sharpe of 5.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 01.08 | Long | 100.0% | +4.88% | 5.66 | 8 |
| 08.07 → 01.08 | Long | 100.0% | +4.65% | 5.25 | 8 |
| 10.07 → 01.08 | Long | 100.0% | +4.64% | 5.55 | 8 |
| 07.07 → 01.08 | Long | 100.0% | +4.57% | 5.04 | 8 |
| 09.07 → 31.07 | Long | 100.0% | +4.15% | 7.60 | 8 |
| 08.07 → 30.07 | Long | 100.0% | +4.13% | 7.13 | 8 |
| 07.07 → 30.07 | Long | 100.0% | +4.06% | 6.25 | 8 |
| 11.07 → 01.08 | Long | 100.0% | +4.06% | 5.04 | 8 |