Over 2022 to 2025 (4 years of data), SPOTUSUSD has tended to move long between 28.08 and 12.09, closing higher in 100.0% of those years for an average +4.19% move and an annualized Sharpe of 4.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 12.09 | Long | 100.0% | +4.19% | 4.18 | 4 |
| 22.08 → 20.09 | Long | 75.0% | +5.97% | 1.89 | 4 |
| 22.08 → 19.09 | Long | 75.0% | +5.94% | 2.08 | 4 |
| 23.08 → 20.09 | Long | 75.0% | +5.83% | 1.91 | 4 |
| 23.08 → 19.09 | Long | 75.0% | +5.81% | 2.11 | 4 |
| 27.08 → 20.09 | Long | 75.0% | +5.77% | 2.36 | 4 |
| 27.08 → 19.09 | Long | 75.0% | +5.75% | 2.71 | 4 |
| 28.08 → 20.09 | Long | 75.0% | +5.62% | 2.37 | 4 |