Over 2018 to 2025 (8 years of data), STZUSUSD has tended to move short between 12.07 and 10.08, closing higher in 87.5% of those years for an average +2.55% move and an annualized Sharpe of 2.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.08 | Short | 87.5% | +2.55% | 2.13 | 8 |
| 13.07 → 10.08 | Short | 87.5% | +2.55% | 2.22 | 8 |
| 08.07 → 10.08 | Short | 87.5% | +2.39% | 2.04 | 8 |
| 12.07 → 07.08 | Short | 87.5% | +2.30% | 1.87 | 8 |
| 13.07 → 07.08 | Short | 87.5% | +2.30% | 1.95 | 8 |
| 10.07 → 10.08 | Short | 87.5% | +2.25% | 2.02 | 8 |
| 11.07 → 10.08 | Short | 87.5% | +2.23% | 2.05 | 8 |
| 07.07 → 10.08 | Short | 87.5% | +2.15% | 1.85 | 8 |