United States
Over 2022 to 2025 (4 years of data), ELSUSUSD has tended to move long between 08.10 and 02.12, closing higher in 100.0% of those years for an average +7.04% move and an annualized Sharpe of 3.56.
Best window
08.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+7.04%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 100.0% | +7.04% | 3.56 | 4 |
| 09.10 → 24.11 | Long | 100.0% | +6.98% | 4.80 | 4 |
| 09.10 → 23.11 | Long | 100.0% |
| +6.88% |
| 4.90 |
| 4 |
| 08.10 → 01.12 | Long | 100.0% | +6.79% | 3.63 | 4 |
| 09.10 → 22.11 | Long | 100.0% | +6.79% | 5.00 | 4 |
| 08.10 → 30.11 | Long | 100.0% | +6.70% | 3.84 | 4 |
| 09.10 → 21.11 | Long | 100.0% | +6.61% | 4.88 | 4 |
| 10.10 → 27.11 | Long | 100.0% | +6.56% | 4.10 | 4 |