United States
Over 2018 to 2025 (8 years of data), ELUSUSD has tended to move short between 07.10 and 10.10, closing higher in 87.5% of those years for an average +2.03% move and an annualized Sharpe of 8.86.
Best window
07.10 - 10.10
Direction
Short
Win rate
87.5%
Avg return
+2.03%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 87.5% | +2.03% | 8.86 | 8 |
| 09.10 → 01.11 | Short | 75.0% | +7.59% | 2.50 | 8 |
| 09.10 → 03.11 | Short | 75.0% |
| +7.45% |
| 2.36 |
| 8 |
| 09.10 → 02.11 | Short | 75.0% | +7.36% | 2.44 | 8 |
| 10.10 → 01.11 | Short | 75.0% | +7.04% | 2.29 | 8 |
| 11.10 → 10.12 | Long | 75.0% | +6.91% | 1.63 | 8 |
| 10.10 → 03.11 | Short | 75.0% | +6.90% | 2.15 | 8 |
| 10.10 → 02.11 | Short | 75.0% | +6.79% | 2.21 | 8 |