United States
Over 2022 to 2025 (4 years of data), ELANUSUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +8.55% move and an annualized Sharpe of 5.80.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+8.55%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +8.55% | 5.80 | 4 |
| 10.10 → 07.11 | Long | 100.0% | +8.12% | 5.82 | 4 |
| 09.10 → 07.11 | Long | 100.0% |
| +8.11% |
| 5.55 |
| 4 |
| 05.10 → 13.10 | Short | 100.0% | +4.48% | 11.73 | 4 |
| 05.10 → 12.10 | Short | 100.0% | +4.13% | 13.59 | 4 |
| 05.10 → 16.10 | Short | 100.0% | +3.94% | 7.18 | 4 |
| 05.10 → 14.10 | Short | 100.0% | +3.50% | 10.52 | 4 |
| 06.10 → 13.10 | Short | 100.0% | +3.41% | 15.16 | 4 |