Over 2018 to 2025 (8 years of data), SYYUSUSD has tended to move long between 13.07 and 26.07, closing higher in 87.5% of those years for an average +2.05% move and an annualized Sharpe of 6.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 26.07 | Long | 87.5% | +2.05% | 6.43 | 8 |
| 13.07 → 27.07 | Long | 87.5% | +2.04% | 6.70 | 8 |
| 12.07 → 28.07 | Long | 87.5% | +1.58% | 6.25 | 8 |
| 13.07 → 20.07 | Long | 87.5% | +1.35% | 8.69 | 8 |
| 12.07 → 10.09 | Long | 75.0% | +6.49% | 2.28 | 8 |
| 10.07 → 30.08 | Long | 75.0% | +6.37% | 2.01 | 8 |
| 10.07 → 08.09 | Long | 75.0% | +6.36% | 2.06 | 8 |
| 13.07 → 10.09 | Long | 75.0% | +6.36% | 2.38 | 8 |