Over 2018 to 2025 (8 years of data), USSC2000IDXUSD has tended to move short between 26.08 and 02.10, closing higher in 75.0% of those years for an average +2.33% move and an annualized Sharpe of 1.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 02.10 | Short | 75.0% | +2.33% | 1.49 | 8 |
| 25.08 → 02.10 | Short | 75.0% | +2.24% | 1.57 | 8 |
| 21.08 → 01.09 | Long | 75.0% | +1.46% | 2.46 | 8 |
| 21.08 → 02.09 | Long | 75.0% | +1.40% | 2.11 | 8 |
| 21.08 → 25.08 | Long | 75.0% | +1.35% | 7.50 | 8 |
| 21.08 → 14.09 | Long | 75.0% | +1.28% | 1.41 | 8 |
| 26.08 → 21.09 | Short | 75.0% | +1.27% | 0.86 | 8 |
| 26.08 → 22.09 | Short | 75.0% | +1.20% | 0.76 | 8 |