Over 2020 to 2025 (6 years of data), SUSMGBUSD has tended to move short between 14.08 and 20.08, closing higher in 83.3% of those years for an average +2.15% move and an annualized Sharpe of 6.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 20.08 | Short | 83.3% | +2.15% | 6.77 | 6 |
| 12.08 → 20.08 | Short | 83.3% | +2.06% | 5.20 | 6 |
| 13.08 → 20.08 | Short | 83.3% | +1.98% | 5.69 | 6 |
| 15.08 → 20.08 | Short | 83.3% | +1.83% | 7.32 | 6 |
| 17.08 → 20.08 | Short | 83.3% | +1.55% | 12.62 | 6 |
| 16.08 → 20.08 | Short | 83.3% | +1.53% | 9.77 | 6 |
| 18.08 → 29.08 | Long | 83.3% | +1.45% | 4.85 | 6 |
| 16.08 → 29.08 | Long | 83.3% | +1.31% | 3.78 | 6 |