Over 2018 to 2025 (8 years of data), SWKUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +6.73% move and an annualized Sharpe of 8.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +6.73% | 8.64 | 8 |
| 07.07 → 26.07 | Long | 87.5% | +7.92% | 6.12 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +7.64% | 5.67 | 8 |
| 10.07 → 26.07 | Long | 87.5% | +6.79% | 5.24 | 8 |
| 09.07 → 26.07 | Long | 87.5% | +6.76% | 5.30 | 8 |
| 08.07 → 25.07 | Long | 87.5% | +6.44% | 7.63 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +5.83% | 8.79 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +5.67% | 8.54 | 8 |