Over 2022 to 2025 (4 years of data), SSNCUSUSD has tended to move long between 11.07 and 26.07, closing higher in 100.0% of those years for an average +7.32% move and an annualized Sharpe of 5.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 26.07 | Long | 100.0% | +7.32% | 5.48 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +6.95% | 7.12 | 4 |
| 10.07 → 26.07 | Long | 100.0% | +6.57% | 4.71 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +6.52% | 8.98 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +6.47% | 5.21 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +6.40% | 4.79 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +6.20% | 12.07 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +6.14% | 4.96 | 4 |