Over 2022 to 2025 (4 years of data), SPLKUSUSD has tended to move long between 12.07 and 23.08, closing higher in 50.0% of those years for an average +8.78% move and an annualized Sharpe of 2.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 23.08 | Long | 50.0% | +8.78% | 2.51 | 4 |
| 12.07 → 08.09 | Long | 50.0% | +7.06% | 2.06 | 4 |
| 12.07 → 09.09 | Long | 50.0% | +7.06% | 2.04 | 4 |
| 12.07 → 10.09 | Long | 50.0% | +6.98% | 2.03 | 4 |
| 12.07 → 02.08 | Long | 50.0% | +6.94% | 2.61 | 4 |
| 12.07 → 04.08 | Long | 50.0% | +6.89% | 2.31 | 4 |
| 12.07 → 05.08 | Long | 50.0% | +6.89% | 2.27 | 4 |
| 13.07 → 23.08 | Long | 50.0% | +6.80% | 2.11 | 4 |