Over 2018 to 2025 (8 years of data), STZUSUSD has tended to move short between 27.07 and 06.08, closing higher in 100.0% of those years for an average +3.31% move and an annualized Sharpe of 8.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 06.08 | Short | 100.0% | +3.31% | 8.95 | 8 |
| 26.07 → 06.08 | Short | 100.0% | +3.29% | 8.00 | 8 |
| 27.07 → 11.08 | Short | 100.0% | +2.96% | 8.18 | 8 |
| 26.07 → 11.08 | Short | 100.0% | +2.94% | 7.09 | 8 |
| 25.07 → 11.08 | Short | 100.0% | +2.91% | 7.16 | 8 |
| 24.07 → 11.08 | Short | 100.0% | +2.71% | 7.73 | 8 |
| 25.07 → 10.08 | Short | 100.0% | +2.60% | 6.43 | 8 |
| 23.07 → 11.08 | Short | 100.0% | +2.59% | 7.54 | 8 |