Over 2017 to 2025 (9 years of data), SUGARCMDUSD has tended to move short between 09.07 and 20.07, closing higher in 87.5% of those years for an average +0.81% move and an annualized Sharpe of 1.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.07 | Short | 87.5% | +0.81% | 1.40 | 8 |
| 12.07 → 04.09 | Long | 75.0% | +3.01% | 1.55 | 8 |
| 11.07 → 04.09 | Long | 75.0% | +2.95% | 1.39 | 8 |
| 13.07 → 04.09 | Long | 75.0% | +2.93% | 1.69 | 8 |
| 13.07 → 01.09 | Long | 75.0% | +2.76% | 1.64 | 8 |
| 10.07 → 29.08 | Long | 75.0% | +2.33% | 1.05 | 8 |
| 13.07 → 31.08 | Long | 75.0% | +2.26% | 1.35 | 8 |
| 07.07 → 26.07 | Short | 75.0% | +2.16% | 2.98 | 8 |