United States
Over 2017 to 2025 (9 years of data), EFXUSUSD has tended to move short between 10.10 and 07.11, closing higher in 88.9% of those years for an average +4.05% move and an annualized Sharpe of 1.90.
Best window
10.10 - 07.11
Direction
Short
Win rate
88.9%
Avg return
+4.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 07.11 | Short | 88.9% | +4.05% | 1.90 | 9 |
| 10.10 → 08.11 | Short | 88.9% | +3.90% | 1.73 | 9 |
| 11.10 → 07.11 | Short | 88.9% |
| +3.90% |
| 2.09 |
| 9 |
| 06.10 → 30.10 | Short | 87.5% | +7.43% | 3.31 | 8 |
| 05.10 → 30.10 | Short | 87.5% | +7.29% | 3.19 | 8 |
| 06.10 → 29.10 | Short | 87.5% | +7.22% | 3.20 | 8 |
| 05.10 → 29.10 | Short | 87.5% | +7.08% | 3.07 | 8 |
| 07.10 → 30.10 | Short | 87.5% | +7.08% | 3.26 | 8 |