United States
Over 2022 to 2025 (4 years of data), ENPHUSUSD has tended to move short between 05.10 and 07.11, closing higher in 100.0% of those years for an average +21.72% move and an annualized Sharpe of 6.32.
Best window
05.10 - 07.11
Direction
Short
Win rate
100.0%
Avg return
+21.72%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Short | 100.0% | +21.72% | 6.32 | 4 |
| 05.10 → 08.11 | Short | 100.0% | +20.54% | 4.42 | 4 |
| 05.10 → 06.11 | Short | 100.0% |
| +20.39% |
| 6.14 |
| 4 |
| 05.10 → 05.11 | Short | 100.0% | +16.18% | 5.36 | 4 |
| 05.10 → 23.10 | Short | 100.0% | +14.02% | 7.43 | 4 |
| 05.10 → 24.10 | Short | 100.0% | +13.30% | 6.96 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +11.40% | 5.47 | 4 |
| 06.10 → 24.10 | Short | 100.0% | +10.70% | 5.19 | 4 |