Over 2022 to 2025 (4 years of data), SPOTUSUSD has tended to move long between 12.07 and 14.08, closing higher in 75.0% of those years for an average +5.66% move and an annualized Sharpe of 1.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 14.08 | Long | 75.0% | +5.66% | 1.09 | 4 |
| 12.07 → 15.08 | Long | 75.0% | +5.04% | 1.02 | 4 |
| 10.07 → 14.08 | Long | 75.0% | +4.42% | 1.11 | 4 |
| 10.07 → 23.07 | Long | 75.0% | +4.40% | 4.33 | 4 |
| 12.07 → 08.09 | Long | 75.0% | +4.26% | 1.35 | 4 |
| 11.07 → 14.08 | Long | 75.0% | +4.02% | 0.93 | 4 |
| 10.07 → 15.08 | Long | 75.0% | +3.84% | 1.03 | 4 |
| 11.07 → 23.07 | Long | 75.0% | +3.84% | 3.64 | 4 |