Over 2022 to 2025 (4 years of data), SPRUSUSD has tended to move short between 17.08 and 25.09, closing higher in 100.0% of those years for an average +18.98% move and an annualized Sharpe of 4.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 25.09 | Short | 100.0% | +18.98% | 4.65 | 4 |
| 16.08 → 25.09 | Short | 100.0% | +18.82% | 4.28 | 4 |
| 17.08 → 24.09 | Short | 100.0% | +18.60% | 4.47 | 4 |
| 16.08 → 24.09 | Short | 100.0% | +18.43% | 4.12 | 4 |
| 17.08 → 29.09 | Short | 100.0% | +18.26% | 4.37 | 4 |
| 16.08 → 29.09 | Short | 100.0% | +18.08% | 4.01 | 4 |
| 19.08 → 25.09 | Short | 100.0% | +18.05% | 4.65 | 4 |
| 18.08 → 25.09 | Short | 100.0% | +18.00% | 4.83 | 4 |