Over 2022 to 2025 (4 years of data), SWKSUSUSD has tended to move short between 08.07 and 05.09, closing higher in 100.0% of those years for an average +2.46% move and an annualized Sharpe of 3.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 05.09 | Short | 100.0% | +2.46% | 3.96 | 4 |
| 09.07 → 05.09 | Short | 100.0% | +1.81% | 2.63 | 4 |
| 07.07 → 29.07 | Long | 75.0% | +5.96% | 3.16 | 4 |
| 07.07 → 28.07 | Long | 75.0% | +5.87% | 3.39 | 4 |
| 07.07 → 22.07 | Long | 75.0% | +5.79% | 4.46 | 4 |
| 13.07 → 06.09 | Short | 75.0% | +5.46% | 2.00 | 4 |
| 09.07 → 29.07 | Long | 75.0% | +5.44% | 2.92 | 4 |
| 09.07 → 28.07 | Long | 75.0% | +5.34% | 3.15 | 4 |