United States
Over 2018 to 2025 (8 years of data), EMRUSUSD has tended to move long between 11.10 and 16.10, closing higher in 87.5% of those years for an average +1.74% move and an annualized Sharpe of 10.02.
Best window
11.10 - 16.10
Direction
Long
Win rate
87.5%
Avg return
+1.74%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 87.5% | +1.74% | 10.02 | 8 |
| 11.10 → 24.11 | Long | 75.0% | +7.39% | 1.86 | 8 |
| 11.10 → 10.12 | Long | 75.0% |
| +7.39% |
| 1.49 |
| 8 |
| 11.10 → 25.11 | Long | 75.0% | +7.32% | 1.83 | 8 |
| 11.10 → 08.12 | Long | 75.0% | +7.31% | 1.50 | 8 |
| 11.10 → 23.11 | Long | 75.0% | +6.93% | 1.77 | 8 |
| 11.10 → 22.11 | Long | 75.0% | +6.82% | 1.88 | 8 |
| 11.10 → 07.12 | Long | 75.0% | +6.80% | 1.44 | 8 |