United States
Over 2022 to 2026 (5 years of data), ARWUSUSD has tended to move short between 05.10 and 31.10, closing higher in 75.0% of those years for an average +4.73% move and an annualized Sharpe of 3.19.
Best window
05.10 - 31.10
Direction
Short
Win rate
75.0%
Avg return
+4.73%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 31.10 | Short | 75.0% | +4.73% | 3.19 | 4 |
| 06.10 → 31.10 | Short | 75.0% | +4.37% | 3.33 | 4 |
| 07.10 → 31.10 | Short | 75.0% |
| +4.15% |
| 2.75 |
| 4 |
| 09.10 → 31.10 | Short | 75.0% | +3.86% | 2.48 | 4 |
| 05.10 → 01.11 | Short | 75.0% | +3.77% | 2.35 | 4 |
| 05.10 → 02.11 | Short | 75.0% | +3.55% | 2.57 | 4 |
| 06.10 → 01.11 | Short | 75.0% | +3.42% | 2.40 | 4 |
| 10.10 → 31.10 | Short | 75.0% | +3.38% | 2.37 | 4 |