Over 2017 to 2025 (9 years of data), SUGARCMDUSD has tended to move long between 27.07 and 05.09, closing higher in 87.5% of those years for an average +3.86% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 05.09 | Long | 87.5% | +3.86% | 2.31 | 8 |
| 27.07 → 21.09 | Long | 87.5% | +3.85% | 2.24 | 8 |
| 26.07 → 21.09 | Long | 87.5% | +3.82% | 2.08 | 8 |
| 26.07 → 05.09 | Long | 87.5% | +3.80% | 2.45 | 8 |
| 28.07 → 21.09 | Long | 87.5% | +3.71% | 1.92 | 8 |
| 23.07 → 05.09 | Long | 87.5% | +3.65% | 2.51 | 8 |
| 24.07 → 05.09 | Long | 87.5% | +3.59% | 2.64 | 8 |
| 27.07 → 20.09 | Long | 87.5% | +3.58% | 2.17 | 8 |