Over 2022 to 2025 (4 years of data), SYFUSUSD has tended to move short between 25.07 and 02.08, closing higher in 100.0% of those years for an average +4.44% move and an annualized Sharpe of 8.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 02.08 | Short | 100.0% | +4.44% | 8.52 | 4 |
| 24.07 → 02.08 | Short | 100.0% | +4.00% | 6.30 | 4 |
| 23.07 → 02.08 | Short | 100.0% | +3.55% | 5.03 | 4 |
| 22.07 → 25.07 | Long | 100.0% | +2.00% | 11.61 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +6.74% | 2.92 | 4 |
| 28.07 → 24.09 | Short | 75.0% | +6.63% | 2.81 | 4 |
| 26.07 → 24.09 | Short | 75.0% | +6.58% | 2.76 | 4 |
| 28.07 → 26.09 | Short | 75.0% | +6.47% | 2.57 | 4 |