Over 2022 to 2025 (4 years of data), SPGIUSUSD has tended to move short between 28.07 and 26.09, closing higher in 75.0% of those years for an average +6.33% move and an annualized Sharpe of 2.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 26.09 | Short | 75.0% | +6.33% | 2.48 | 4 |
| 26.07 → 24.09 | Short | 75.0% | +5.85% | 1.91 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +5.82% | 2.24 | 4 |
| 27.07 → 25.09 | Short | 75.0% | +5.72% | 2.27 | 4 |
| 28.07 → 24.09 | Short | 75.0% | +5.42% | 2.08 | 4 |
| 27.07 → 24.09 | Short | 75.0% | +5.32% | 2.11 | 4 |
| 26.07 → 23.09 | Short | 75.0% | +5.17% | 1.66 | 4 |
| 24.07 → 22.09 | Short | 75.0% | +5.08% | 1.85 | 4 |