United States
Over 2022 to 2025 (4 years of data), EEFTUSUSD has tended to move long between 12.10 and 21.10, closing higher in 100.0% of those years for an average +11.00% move and an annualized Sharpe of 6.48.
Best window
12.10 - 21.10
Direction
Long
Win rate
100.0%
Avg return
+11.00%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 21.10 | Long | 100.0% | +11.00% | 6.48 | 4 |
| 12.10 → 22.10 | Long | 100.0% | +11.00% | 5.76 | 4 |
| 13.10 → 21.10 | Long | 100.0% |
| +10.14% |
| 8.52 |
| 4 |
| 13.10 → 22.10 | Long | 100.0% | +10.13% | 7.39 | 4 |
| 12.10 → 23.10 | Long | 100.0% | +10.00% | 4.76 | 4 |
| 12.10 → 20.10 | Long | 100.0% | +9.32% | 8.82 | 4 |
| 13.10 → 23.10 | Long | 100.0% | +9.12% | 5.89 | 4 |
| 12.10 → 18.10 | Long | 100.0% | +8.74% | 6.66 | 4 |