Over 2020 to 2025 (6 years of data), SQUSUSD has tended to move long between 11.07 and 22.07, closing higher in 100.0% of those years for an average +10.80% move and an annualized Sharpe of 9.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 22.07 | Long | 100.0% | +10.80% | 9.54 | 5 |
| 12.07 → 22.07 | Long | 100.0% | +10.75% | 8.57 | 5 |
| 11.07 → 23.07 | Long | 100.0% | +10.72% | 8.67 | 5 |
| 11.07 → 20.07 | Long | 100.0% | +10.71% | 10.10 | 5 |
| 12.07 → 20.07 | Long | 100.0% | +10.69% | 8.78 | 5 |
| 08.07 → 22.07 | Long | 100.0% | +10.63% | 11.31 | 5 |
| 09.07 → 22.07 | Long | 100.0% | +10.60% | 15.12 | 5 |
| 08.07 → 23.07 | Long | 100.0% | +10.57% | 9.21 | 5 |