Over 2022 to 2025 (4 years of data), SRPTUSUSD has tended to move short between 25.08 and 25.09, closing higher in 100.0% of those years for an average +8.25% move and an annualized Sharpe of 6.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 25.09 | Short | 100.0% | +8.25% | 6.78 | 4 |
| 25.08 → 23.09 | Short | 100.0% | +7.49% | 6.75 | 4 |
| 25.08 → 24.09 | Short | 100.0% | +7.40% | 7.37 | 4 |
| 26.08 → 25.09 | Short | 100.0% | +5.42% | 5.45 | 4 |
| 26.08 → 23.09 | Short | 100.0% | +4.61% | 4.42 | 4 |
| 27.08 → 25.09 | Short | 100.0% | +4.57% | 5.01 | 4 |
| 26.08 → 15.09 | Short | 100.0% | +4.19% | 4.14 | 4 |
| 27.08 → 23.09 | Short | 100.0% | +3.75% | 3.64 | 4 |