United States
Over 2018 to 2025 (8 years of data), STZUSUSD has tended to move short between 11.10 and 29.10, closing higher in 87.5% of those years for an average +2.64% move and an annualized Sharpe of 1.85.
Best window
11.10 - 29.10
Direction
Short
Win rate
87.5%
Avg return
+2.64%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 29.10 | Short | 87.5% | +2.64% | 1.85 | 8 |
| 11.10 → 27.10 | Short | 87.5% | +2.33% | 2.42 | 8 |
| 11.10 → 28.10 | Short | 87.5% |
| +2.33% |
| 1.70 |
| 8 |
| 11.10 → 26.10 | Short | 87.5% | +1.50% | 1.95 | 8 |
| 08.10 → 13.10 | Long | 87.5% | +1.38% | 7.86 | 8 |
| 12.10 → 20.10 | Short | 87.5% | +1.17% | 5.01 | 8 |
| 08.10 → 12.10 | Long | 87.5% | +1.12% | 5.95 | 8 |
| 06.10 → 30.10 | Short | 75.0% | +3.49% | 2.34 | 8 |