Over 2022 to 2025 (4 years of data), SYFUSUSD has tended to move long between 07.07 and 23.07, closing higher in 100.0% of those years for an average +7.08% move and an annualized Sharpe of 12.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 100.0% | +7.08% | 12.27 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +6.99% | 14.69 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +6.85% | 10.03 | 4 |
| 08.07 → 18.07 | Long | 100.0% | +6.75% | 11.54 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +6.68% | 12.32 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +6.65% | 6.29 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +6.64% | 11.80 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +6.59% | 10.63 | 4 |