Over 2022 to 2025 (4 years of data), SWKSUSUSD has tended to move short between 23.07 and 15.09, closing higher in 100.0% of those years for an average +8.57% move and an annualized Sharpe of 3.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 15.09 | Short | 100.0% | +8.57% | 3.52 | 4 |
| 24.07 → 15.09 | Short | 100.0% | +8.45% | 3.47 | 4 |
| 23.07 → 14.09 | Short | 100.0% | +8.39% | 3.58 | 4 |
| 23.07 → 13.09 | Short | 100.0% | +8.35% | 4.24 | 4 |
| 24.07 → 14.09 | Short | 100.0% | +8.26% | 3.52 | 4 |
| 24.07 → 13.09 | Short | 100.0% | +8.22% | 4.13 | 4 |
| 22.07 → 09.08 | Short | 100.0% | +5.24% | 5.00 | 4 |
| 23.07 → 02.09 | Short | 100.0% | +3.76% | 4.64 | 4 |