Over 2018 to 2025 (8 years of data), SYKUSUSD has tended to move long between 13.07 and 22.07, closing higher in 87.5% of those years for an average +2.22% move and an annualized Sharpe of 4.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.07 | Long | 87.5% | +2.22% | 4.56 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +1.57% | 3.45 | 8 |
| 09.07 → 18.07 | Short | 87.5% | +0.50% | 1.01 | 8 |
| 10.07 → 18.07 | Short | 87.5% | +0.25% | 0.45 | 8 |
| 12.07 → 10.09 | Long | 75.0% | +6.17% | 2.27 | 8 |
| 13.07 → 10.09 | Long | 75.0% | +6.14% | 2.22 | 8 |
| 12.07 → 08.09 | Long | 75.0% | +5.49% | 1.98 | 8 |
| 13.07 → 08.09 | Long | 75.0% | +5.47% | 1.91 | 8 |