Over 2022 to 2025 (4 years of data), ZUSUSD has tended to move short between 14.09 and 02.11, closing higher in 100.0% of those years for an average +14.98% move and an annualized Sharpe of 4.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 02.11 | Short | 100.0% | +14.98% | 4.03 | 4 |
| 14.09 → 29.10 | Short | 100.0% | +14.12% | 5.91 | 4 |
| 14.09 → 31.10 | Short | 100.0% | +13.94% | 4.10 | 4 |
| 14.09 → 01.11 | Short | 100.0% | +13.80% | 4.22 | 4 |
| 14.09 → 30.10 | Short | 100.0% | +13.50% | 5.01 | 4 |
| 14.09 → 23.10 | Short | 100.0% | +13.29% | 5.26 | 4 |
| 14.09 → 22.10 | Short | 100.0% | +13.09% | 4.88 | 4 |
| 14.09 → 24.10 | Short | 100.0% | +12.96% | 5.36 | 4 |