United States
Over 2022 to 2025 (4 years of data), SYFUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +21.43% move and an annualized Sharpe of 11.21.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+21.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +21.43% | 11.21 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +20.33% | 8.82 | 4 |
| 09.10 → 08.12 | Long | 100.0% |
| +20.05% |
| 5.79 |
| 4 |
| 11.10 → 08.12 | Long | 100.0% | +19.59% | 8.08 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +19.55% | 6.82 | 4 |
| 09.10 → 07.12 | Long | 100.0% | +19.48% | 5.58 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +19.14% | 5.84 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +19.03% | 7.50 | 4 |