United States
Over 2022 to 2025 (4 years of data), ENTGUSUSD has tended to move short between 06.10 and 02.11, closing higher in 100.0% of those years for an average +13.21% move and an annualized Sharpe of 4.93.
Best window
06.10 - 02.11
Direction
Short
Win rate
100.0%
Avg return
+13.21%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.11 | Short | 100.0% | +13.21% | 4.93 | 4 |
| 07.10 → 02.11 | Short | 100.0% | +12.77% | 5.99 | 4 |
| 06.10 → 04.11 | Short | 100.0% |
| +12.52% |
| 4.30 |
| 4 |
| 07.10 → 04.11 | Short | 100.0% | +12.06% | 5.00 | 4 |
| 06.10 → 09.11 | Short | 100.0% | +11.83% | 3.84 | 4 |
| 07.10 → 09.11 | Short | 100.0% | +11.35% | 4.42 | 4 |
| 06.10 → 06.11 | Short | 100.0% | +11.20% | 3.92 | 4 |
| 06.10 → 05.11 | Short | 100.0% | +11.12% | 4.12 | 4 |