Over 2022 to 2025 (4 years of data), SPOTUSUSD has tended to move long between 11.07 and 09.09, closing higher in 100.0% of those years for an average +3.48% move and an annualized Sharpe of 2.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 09.09 | Long | 100.0% | +3.48% | 2.64 | 4 |
| 11.07 → 07.09 | Long | 100.0% | +2.63% | 5.03 | 4 |
| 11.07 → 06.09 | Long | 100.0% | +1.89% | 4.83 | 4 |
| 13.07 → 15.08 | Long | 75.0% | +5.72% | 1.10 | 4 |
| 12.07 → 15.08 | Long | 75.0% | +4.94% | 1.12 | 4 |
| 12.07 → 24.07 | Long | 75.0% | +4.92% | 4.23 | 4 |
| 13.07 → 16.08 | Long | 75.0% | +4.92% | 0.99 | 4 |
| 13.07 → 09.09 | Long | 75.0% | +4.65% | 1.53 | 4 |