Over 2018 to 2025 (8 years of data), STTUSUSD has tended to move long between 18.08 and 11.09, closing higher in 87.5% of those years for an average +3.33% move and an annualized Sharpe of 2.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 11.09 | Long | 87.5% | +3.33% | 2.11 | 8 |
| 18.08 → 12.09 | Long | 87.5% | +3.23% | 1.91 | 8 |
| 18.08 → 02.09 | Long | 87.5% | +2.08% | 2.35 | 8 |
| 16.08 → 11.09 | Long | 75.0% | +3.41% | 1.58 | 8 |
| 16.08 → 12.09 | Long | 75.0% | +3.32% | 1.46 | 8 |
| 18.08 → 13.09 | Long | 75.0% | +3.11% | 1.63 | 8 |
| 18.08 → 15.09 | Long | 75.0% | +2.93% | 1.44 | 8 |
| 17.08 → 11.09 | Long | 75.0% | +2.73% | 1.60 | 8 |