Over 2022 to 2025 (4 years of data), STEUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +7.09% move and an annualized Sharpe of 3.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +7.09% | 3.43 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +6.69% | 3.68 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +6.23% | 6.16 | 4 |
| 11.07 → 13.08 | Long | 100.0% | +6.22% | 6.29 | 4 |
| 11.07 → 12.08 | Long | 100.0% | +6.15% | 6.06 | 4 |
| 11.07 → 14.08 | Long | 100.0% | +6.01% | 6.72 | 4 |
| 11.07 → 11.08 | Long | 100.0% | +6.00% | 5.78 | 4 |
| 11.07 → 24.08 | Long | 100.0% | +5.93% | 3.88 | 4 |