United States
Over 2022 to 2025 (4 years of data), ENPHUSUSD has tended to move short between 06.10 and 23.10, closing higher in 100.0% of those years for an average +11.40% move and an annualized Sharpe of 5.47.
Best window
06.10 - 23.10
Direction
Short
Win rate
100.0%
Avg return
+11.40%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 23.10 | Short | 100.0% | +11.40% | 5.47 | 4 |
| 06.10 → 24.10 | Short | 100.0% | +10.70% | 5.19 | 4 |
| 06.10 → 22.10 | Short | 100.0% |
| +7.83% |
| 6.40 |
| 4 |
| 06.10 → 13.11 | Short | 75.0% | +19.87% | 2.88 | 4 |
| 07.10 → 13.11 | Short | 75.0% | +19.75% | 2.67 | 4 |
| 10.10 → 13.11 | Short | 75.0% | +19.60% | 2.74 | 4 |
| 06.10 → 07.11 | Short | 75.0% | +19.10% | 4.53 | 4 |
| 07.10 → 07.11 | Short | 75.0% | +19.08% | 4.09 | 4 |