United States
Over 2018 to 2025 (8 years of data), SYYUSUSD has tended to move long between 06.10 and 07.11, closing higher in 75.0% of those years for an average +2.55% move and an annualized Sharpe of 1.19.
Best window
06.10 - 07.11
Direction
Long
Win rate
75.0%
Avg return
+2.55%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 07.11 | Long | 75.0% | +2.55% | 1.19 | 8 |
| 06.10 → 08.11 | Long | 75.0% | +2.38% | 1.08 | 8 |
| 07.10 → 15.10 | Long | 75.0% |
| +1.04% |
| 2.71 |
| 8 |
| 11.10 → 22.10 | Long | 75.0% | +0.91% | 1.05 | 8 |
| 11.10 → 19.10 | Long | 75.0% | +0.88% | 1.83 | 8 |
| 08.10 → 15.10 | Long | 75.0% | +0.83% | 2.55 | 8 |
| 06.10 → 18.10 | Long | 75.0% | +0.76% | 2.09 | 8 |
| 11.10 → 18.10 | Long | 75.0% | +0.71% | 1.62 | 8 |