Over 2017 to 2025 (9 years of data), SPGUSUSD has tended to move long between 09.07 and 12.08, closing higher in 87.5% of those years for an average +4.48% move and an annualized Sharpe of 2.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.08 | Long | 87.5% | +4.48% | 2.33 | 8 |
| 09.07 → 11.08 | Long | 87.5% | +4.39% | 2.17 | 8 |
| 07.07 → 12.08 | Long | 87.5% | +4.25% | 2.09 | 8 |
| 08.07 → 12.08 | Long | 87.5% | +4.25% | 2.16 | 8 |
| 08.07 → 11.08 | Long | 87.5% | +4.16% | 1.98 | 8 |
| 09.07 → 13.08 | Long | 87.5% | +4.16% | 2.00 | 8 |
| 09.07 → 14.08 | Long | 87.5% | +4.06% | 1.90 | 8 |
| 09.07 → 10.08 | Long | 87.5% | +3.64% | 2.01 | 8 |