United States
Over 2022 to 2025 (4 years of data), ENTGUSUSD has tended to move short between 19.09 and 02.11, closing higher in 100.0% of those years for an average +12.62% move and an annualized Sharpe of 3.36.
Best window
19.09 - 02.11
Direction
Short
Win rate
100.0%
Avg return
+12.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 02.11 | Short | 100.0% | +12.62% | 3.36 | 4 |
| 20.09 → 02.11 | Short | 100.0% | +12.18% | 2.96 | 4 |
| 17.09 → 02.11 | Short | 100.0% |
| +11.90% |
| 3.01 |
| 4 |
| 18.09 → 02.11 | Short | 100.0% | +11.36% | 2.84 | 4 |
| 17.09 → 04.11 | Short | 100.0% | +11.29% | 2.88 | 4 |
| 18.09 → 04.11 | Short | 100.0% | +10.75% | 2.73 | 4 |
| 17.09 → 09.11 | Short | 100.0% | +10.61% | 2.67 | 4 |
| 16.09 → 04.11 | Short | 100.0% | +10.37% | 2.43 | 4 |