Over 2020 to 2025 (6 years of data), SUSMGBUSD has tended to move long between 07.07 and 28.08, closing higher in 83.3% of those years for an average +2.64% move and an annualized Sharpe of 1.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.08 | Long | 83.3% | +2.64% | 1.91 | 6 |
| 07.07 → 31.08 | Long | 83.3% | +2.20% | 1.33 | 6 |
| 11.07 → 28.08 | Long | 83.3% | +2.14% | 1.75 | 6 |
| 08.07 → 28.08 | Long | 83.3% | +2.08% | 1.60 | 6 |
| 07.07 → 23.08 | Long | 83.3% | +1.93% | 1.80 | 6 |
| 07.07 → 02.09 | Long | 83.3% | +1.83% | 1.32 | 6 |
| 07.07 → 01.09 | Long | 83.3% | +1.81% | 1.22 | 6 |
| 10.07 → 28.08 | Long | 83.3% | +1.80% | 1.52 | 6 |