Over 2022 to 2025 (4 years of data), SPGIUSUSD has tended to move long between 07.07 and 23.07, closing higher in 100.0% of those years for an average +5.47% move and an annualized Sharpe of 7.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 100.0% | +5.47% | 7.75 | 4 |
| 09.07 → 22.08 | Long | 100.0% | +5.29% | 4.57 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +5.20% | 7.28 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +5.13% | 5.92 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +5.06% | 7.36 | 4 |
| 09.07 → 07.09 | Long | 100.0% | +4.98% | 2.69 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +4.89% | 6.49 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +4.83% | 7.68 | 4 |