United States
Over 2017 to 2026 (10 years of data), ADPUSUSD has tended to move long between 05.10 and 02.12, closing higher in 75.0% of those years for an average +6.17% move and an annualized Sharpe of 1.45.
Best window
05.10 - 02.12
Direction
Long
Win rate
75.0%
Avg return
+6.17%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 75.0% | +6.17% | 1.45 | 8 |
| 05.10 → 04.12 | Long | 75.0% | +5.93% | 1.32 | 8 |
| 05.10 → 03.12 | Long | 75.0% |
| +5.79% |
| 1.41 |
| 8 |
| 06.10 → 02.12 | Long | 75.0% | +5.67% | 1.43 | 8 |
| 06.10 → 05.12 | Long | 75.0% | +5.60% | 1.35 | 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 |