Over 2017 to 2025 (9 years of data), SOUSUSD has tended to move long between 27.08 and 14.09, closing higher in 75.0% of those years for an average +1.61% move and an annualized Sharpe of 3.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 14.09 | Long | 75.0% | +1.61% | 3.17 | 8 |
| 26.08 → 14.09 | Long | 75.0% | +1.56% | 2.83 | 8 |
| 27.08 → 13.09 | Long | 75.0% | +1.35% | 3.64 | 8 |
| 27.08 → 12.09 | Long | 75.0% | +1.28% | 3.54 | 8 |
| 26.08 → 12.09 | Long | 75.0% | +1.23% | 3.20 | 8 |
| 23.08 → 31.08 | Short | 75.0% | +1.19% | 5.88 | 8 |
| 22.08 → 31.08 | Short | 75.0% | +1.12% | 3.81 | 8 |
| 21.08 → 01.09 | Short | 75.0% | +1.09% | 3.17 | 8 |