United States
Over 2018 to 2026 (9 years of data), ALLUSUSD has tended to move short between 06.10 and 27.10, closing higher in 87.5% of those years for an average +2.44% move and an annualized Sharpe of 1.80.
Best window
06.10 - 27.10
Direction
Short
Win rate
87.5%
Avg return
+2.44%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 27.10 | Short | 87.5% | +2.44% | 1.80 | 8 |
| 06.10 → 02.11 | Short | 87.5% | +2.33% | 1.05 | 8 |
| 06.10 → 05.11 | Short | 87.5% |
| +2.33% |
| 1.05 |
| 8 |
| 06.10 → 01.11 | Short | 87.5% | +2.30% | 1.14 | 8 |
| 06.10 → 29.10 | Short | 87.5% | +2.26% | 1.44 | 8 |
| 07.10 → 27.10 | Short | 87.5% | +2.18% | 1.78 | 8 |
| 10.10 → 05.11 | Short | 87.5% | +2.18% | 1.18 | 8 |
| 10.10 → 01.11 | Short | 87.5% | +2.15% | 1.30 | 8 |