Over 2018 to 2025 (8 years of data), USSC2000IDXUSD has tended to move long between 08.07 and 28.07, closing higher in 100.0% of those years for an average +4.35% move and an annualized Sharpe of 4.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 100.0% | +4.35% | 4.68 | 7 |
| 13.07 → 28.07 | Long | 100.0% | +3.08% | 4.57 | 7 |
| 08.07 → 28.08 | Long | 87.5% | +4.32% | 2.61 | 8 |
| 08.07 → 30.08 | Long | 87.5% | +4.26% | 2.38 | 8 |
| 08.07 → 29.08 | Long | 87.5% | +4.17% | 2.43 | 8 |
| 08.07 → 01.09 | Long | 87.5% | +4.11% | 2.22 | 8 |
| 08.07 → 02.09 | Long | 87.5% | +4.06% | 2.03 | 8 |
| 08.07 → 31.08 | Long | 87.5% | +4.04% | 2.39 | 8 |