Over 2020 to 2025 (6 years of data), SQUSUSD has tended to move short between 17.08 and 25.09, closing higher in 100.0% of those years for an average +11.83% move and an annualized Sharpe of 2.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 25.09 | Short | 100.0% | +11.83% | 2.65 | 5 |
| 14.08 → 08.09 | Short | 100.0% | +7.93% | 4.48 | 5 |
| 15.08 → 08.09 | Short | 100.0% | +7.66% | 4.28 | 5 |
| 14.08 → 10.09 | Short | 100.0% | +7.64% | 7.15 | 5 |
| 15.08 → 10.09 | Short | 100.0% | +7.37% | 6.68 | 5 |
| 16.08 → 13.09 | Short | 100.0% | +7.06% | 3.76 | 5 |
| 14.08 → 09.09 | Short | 100.0% | +7.03% | 5.46 | 5 |
| 14.08 → 11.09 | Short | 100.0% | +6.97% | 5.19 | 5 |