Over 2022 to 2025 (4 years of data), ZSUSUSD has tended to move short between 22.07 and 05.08, closing higher in 100.0% of those years for an average +4.39% move and an annualized Sharpe of 4.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 05.08 | Short | 100.0% | +4.39% | 4.31 | 4 |
| 22.07 → 04.08 | Short | 100.0% | +4.16% | 4.18 | 4 |
| 22.07 → 04.09 | Short | 75.0% | +7.20% | 2.29 | 4 |
| 22.07 → 06.09 | Short | 75.0% | +6.19% | 1.84 | 4 |
| 23.07 → 04.09 | Short | 75.0% | +5.71% | 1.98 | 4 |
| 25.07 → 04.09 | Short | 75.0% | +5.64% | 2.72 | 4 |
| 24.07 → 04.09 | Short | 75.0% | +5.52% | 1.93 | 4 |
| 22.07 → 05.09 | Short | 75.0% | +5.22% | 1.56 | 4 |