Over 2018 to 2025 (8 years of data), STTUSUSD has tended to move long between 09.07 and 03.08, closing higher in 87.5% of those years for an average +2.54% move and an annualized Sharpe of 1.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.08 | Long | 87.5% | +2.54% | 1.70 | 8 |
| 08.07 → 28.07 | Long | 75.0% | +5.11% | 2.87 | 8 |
| 08.07 → 29.07 | Long | 75.0% | +5.10% | 2.96 | 8 |
| 08.07 → 30.07 | Long | 75.0% | +5.10% | 2.93 | 8 |
| 10.07 → 28.07 | Long | 75.0% | +4.73% | 2.89 | 8 |
| 10.07 → 29.07 | Long | 75.0% | +4.73% | 2.91 | 8 |
| 10.07 → 30.07 | Long | 75.0% | +4.73% | 2.92 | 8 |
| 07.07 → 30.07 | Long | 75.0% | +4.71% | 2.78 | 8 |