Over 2018 to 2025 (8 years of data), STZUSUSD has tended to move short between 28.08 and 27.10, closing higher in 87.5% of those years for an average +5.14% move and an annualized Sharpe of 2.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.10 | Short | 87.5% | +5.14% | 2.60 | 8 |
| 25.08 → 06.10 | Short | 87.5% | +4.34% | 1.74 | 8 |
| 28.08 → 26.10 | Short | 87.5% | +4.28% | 2.02 | 8 |
| 25.08 → 18.10 | Short | 87.5% | +4.07% | 1.48 | 8 |
| 25.08 → 17.10 | Short | 87.5% | +3.97% | 1.41 | 8 |
| 25.08 → 24.10 | Short | 75.0% | +5.09% | 2.10 | 8 |
| 25.08 → 20.10 | Short | 75.0% | +4.92% | 1.82 | 8 |
| 25.08 → 21.10 | Short | 75.0% | +4.73% | 1.80 | 8 |