Over 2022 to 2025 (4 years of data), ZSUSUSD has tended to move short between 09.07 and 08.08, closing higher in 100.0% of those years for an average +8.07% move and an annualized Sharpe of 4.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 08.08 | Short | 100.0% | +8.07% | 4.25 | 4 |
| 10.07 → 08.08 | Short | 100.0% | +8.01% | 6.04 | 4 |
| 08.07 → 08.08 | Short | 100.0% | +7.90% | 4.52 | 4 |
| 10.07 → 06.08 | Short | 100.0% | +7.87% | 5.18 | 4 |
| 11.07 → 08.08 | Short | 100.0% | +6.58% | 5.05 | 4 |
| 11.07 → 06.08 | Short | 100.0% | +6.40% | 3.90 | 4 |
| 10.07 → 04.08 | Short | 100.0% | +6.37% | 4.92 | 4 |
| 10.07 → 05.08 | Short | 100.0% | +6.34% | 3.92 | 4 |