Over 2018 to 2025 (8 years of data), USSC2000IDXUSD has tended to move short between 17.08 and 20.08, closing higher in 87.5% of those years for an average +1.09% move and an annualized Sharpe of 7.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 87.5% | +1.09% | 7.47 | 8 |
| 16.08 → 01.09 | Long | 87.5% | +0.74% | 0.86 | 8 |
| 16.08 → 02.09 | Long | 87.5% | +0.68% | 0.72 | 8 |
| 20.08 → 01.09 | Long | 75.0% | +1.55% | 2.25 | 8 |
| 20.08 → 02.09 | Long | 75.0% | +1.49% | 1.94 | 8 |
| 21.08 → 01.09 | Long | 75.0% | +1.46% | 2.46 | 8 |
| 20.08 → 25.08 | Long | 75.0% | +1.43% | 6.00 | 8 |
| 21.08 → 02.09 | Long | 75.0% | +1.40% | 2.11 | 8 |