United States
Over 2017 to 2026 (10 years of data), ADPUSUSD has tended to move long between 06.10 and 02.12, closing higher in 75.0% of those years for an average +5.67% move and an annualized Sharpe of 1.43.
Best window
06.10 - 02.12
Direction
Long
Win rate
75.0%
Avg return
+5.67%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.12 | Long | 75.0% | +5.67% | 1.43 | 8 |
| 12.10 → 02.12 | Long | 75.0% | +5.65% | 1.69 | 8 |
| 06.10 → 05.12 | Long | 75.0% |
| +5.60% |
| 1.35 |
| 8 |
| 12.10 → 11.12 | Long | 75.0% | +5.57% | 1.64 | 8 |
| 12.10 → 05.12 | Long | 75.0% | +5.52% | 1.71 | 8 |
| 07.10 → 02.12 | Long | 75.0% | +5.45% | 1.42 | 8 |
| 06.10 → 04.12 | Long | 75.0% | +5.43% | 1.30 | 8 |
| 09.10 → 02.12 | Long | 75.0% | +5.43% | 1.48 | 8 |