Over 2022 to 2025 (4 years of data), SSNCUSUSD has tended to move short between 27.07 and 06.09, closing higher in 75.0% of those years for an average +4.01% move and an annualized Sharpe of 1.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 06.09 | Short | 75.0% | +4.01% | 1.88 | 4 |
| 27.07 → 09.08 | Short | 75.0% | +3.06% | 3.74 | 4 |
| 27.07 → 08.08 | Short | 75.0% | +2.95% | 3.41 | 4 |
| 27.07 → 05.08 | Short | 75.0% | +2.94% | 4.96 | 4 |
| 27.07 → 06.08 | Short | 75.0% | +2.92% | 4.61 | 4 |
| 27.07 → 07.08 | Short | 75.0% | +2.77% | 4.12 | 4 |
| 27.07 → 01.08 | Short | 75.0% | +2.69% | 8.40 | 4 |
| 26.07 → 04.08 | Short | 75.0% | +2.68% | 5.22 | 4 |