United States
Over 2018 to 2025 (8 years of data), EIXUSUSD has tended to move long between 12.10 and 05.12, closing higher in 87.5% of those years for an average +6.37% move and an annualized Sharpe of 1.54.
Best window
12.10 - 05.12
Direction
Long
Win rate
87.5%
Avg return
+6.37%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.12 | Long | 87.5% | +6.37% | 1.54 | 8 |
| 12.10 → 01.12 | Long | 87.5% | +6.08% | 1.60 | 8 |
| 12.10 → 06.12 | Long | 87.5% |
| +5.98% |
| 1.41 |
| 8 |
| 12.10 → 02.12 | Long | 87.5% | +5.72% | 1.52 | 8 |
| 12.10 → 03.12 | Long | 87.5% | +5.71% | 1.46 | 8 |
| 12.10 → 30.11 | Long | 87.5% | +5.65% | 1.40 | 8 |
| 12.10 → 22.11 | Long | 87.5% | +5.11% | 1.30 | 8 |
| 12.10 → 18.10 | Long | 87.5% | +3.12% | 7.59 | 8 |