Over 2022 to 2025 (4 years of data), SRPTUSUSD has tended to move long between 12.07 and 15.07, closing higher in 100.0% of those years for an average +2.62% move and an annualized Sharpe of 8.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Long | 100.0% | +2.62% | 8.04 | 4 |
| 11.07 → 23.08 | Long | 75.0% | +16.02% | 2.30 | 4 |
| 07.07 → 23.08 | Long | 75.0% | +15.41% | 2.17 | 4 |
| 12.07 → 23.08 | Long | 75.0% | +15.14% | 2.14 | 4 |
| 11.07 → 14.08 | Long | 75.0% | +14.75% | 2.54 | 4 |
| 07.07 → 14.08 | Long | 75.0% | +14.34% | 2.26 | 4 |
| 11.07 → 15.08 | Long | 75.0% | +14.30% | 2.51 | 4 |
| 11.07 → 22.08 | Long | 75.0% | +14.11% | 2.41 | 4 |