Over 2022 to 2025 (4 years of data), SUIUSUSD has tended to move long between 10.07 and 21.07, closing higher in 100.0% of those years for an average +3.93% move and an annualized Sharpe of 6.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 21.07 | Long | 100.0% | +3.93% | 6.19 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +2.91% | 6.82 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +2.38% | 9.59 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +2.10% | 12.99 | 4 |
| 10.07 → 12.08 | Long | 75.0% | +4.01% | 2.16 | 4 |
| 10.07 → 04.08 | Long | 75.0% | +3.98% | 2.09 | 4 |
| 09.07 → 12.08 | Long | 75.0% | +3.79% | 2.24 | 4 |
| 09.07 → 21.07 | Long | 75.0% | +3.77% | 4.98 | 4 |