Over 2018 to 2025 (8 years of data), SYKUSUSD has tended to move long between 21.07 and 09.09, closing higher in 87.5% of those years for an average +5.27% move and an annualized Sharpe of 2.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 09.09 | Long | 87.5% | +5.27% | 2.71 | 8 |
| 22.07 → 09.09 | Long | 87.5% | +5.14% | 2.77 | 8 |
| 22.07 → 11.09 | Long | 87.5% | +4.91% | 2.50 | 8 |
| 25.07 → 09.09 | Long | 87.5% | +4.72% | 2.90 | 8 |
| 25.07 → 12.09 | Long | 87.5% | +4.65% | 2.41 | 8 |
| 25.07 → 11.09 | Long | 87.5% | +4.51% | 2.45 | 8 |
| 25.07 → 15.09 | Long | 87.5% | +4.27% | 2.09 | 8 |
| 25.07 → 16.09 | Long | 87.5% | +4.19% | 2.15 | 8 |