Over 2018 to 2025 (8 years of data), SWKUSUSD has tended to move short between 18.08 and 08.10, closing higher in 75.0% of those years for an average +3.46% move and an annualized Sharpe of 0.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 08.10 | Short | 75.0% | +3.46% | 0.90 | 8 |
| 17.08 → 20.08 | Short | 75.0% | +1.53% | 6.89 | 8 |
| 16.08 → 20.08 | Short | 75.0% | +1.15% | 3.61 | 8 |
| 13.08 → 18.08 | Long | 75.0% | +1.10% | 2.94 | 8 |
| 13.08 → 17.08 | Long | 75.0% | +1.09% | 3.40 | 8 |
| 15.08 → 18.08 | Long | 75.0% | +0.73% | 2.82 | 8 |
| 18.08 → 12.09 | Long | 75.0% | +0.71% | 0.53 | 8 |
| 18.08 → 29.08 | Long | 75.0% | +0.08% | 0.10 | 8 |