Over 2018 to 2025 (8 years of data), SYYUSUSD has tended to move long between 19.08 and 24.08, closing higher in 85.7% of those years for an average +0.78% move and an annualized Sharpe of 4.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 24.08 | Long | 85.7% | +0.78% | 4.86 | 7 |
| 20.08 → 09.09 | Long | 75.0% | +3.30% | 3.01 | 8 |
| 22.08 → 16.09 | Long | 75.0% | +3.29% | 1.53 | 8 |
| 20.08 → 10.09 | Long | 75.0% | +3.13% | 2.71 | 8 |
| 22.08 → 09.09 | Long | 75.0% | +2.97% | 2.92 | 8 |
| 19.08 → 09.09 | Long | 75.0% | +2.79% | 2.59 | 8 |
| 20.08 → 07.09 | Long | 75.0% | +2.62% | 2.44 | 8 |
| 19.08 → 10.09 | Long | 75.0% | +2.61% | 2.31 | 8 |