Over 2022 to 2025 (4 years of data), SPRUSUSD has tended to move short between 13.07 and 10.09, closing higher in 100.0% of those years for an average +11.34% move and an annualized Sharpe of 1.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Short | 100.0% | +11.34% | 1.81 | 4 |
| 12.07 → 10.09 | Short | 100.0% | +11.21% | 1.81 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +7.48% | 5.50 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +7.33% | 6.17 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +6.97% | 18.65 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +6.84% | 22.04 | 4 |
| 13.07 → 05.08 | Short | 100.0% | +6.67% | 2.87 | 4 |
| 11.07 → 27.07 | Long | 100.0% | +6.63% | 9.75 | 4 |