United States
Over 2017 to 2025 (9 years of data), EOGUSUSD has tended to move long between 11.10 and 14.11, closing higher in 88.9% of those years for an average +3.70% move and an annualized Sharpe of 0.99.
Best window
11.10 - 14.11
Direction
Long
Win rate
88.9%
Avg return
+3.70%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.11 | Long | 88.9% | +3.70% | 0.99 | 9 |
| 10.10 → 18.10 | Short | 87.5% | +3.06% | 4.66 | 8 |
| 10.10 → 17.10 | Short | 87.5% |
| +2.92% |
| 5.48 |
| 8 |
| 09.10 → 18.10 | Short | 87.5% | +2.80% | 3.44 | 8 |
| 09.10 → 17.10 | Short | 87.5% | +2.67% | 4.03 | 8 |
| 09.10 → 16.10 | Short | 87.5% | +1.69% | 3.01 | 8 |
| 05.10 → 14.11 | Long | 77.8% | +4.22% | 0.95 | 9 |
| 06.10 → 14.11 | Long | 77.8% | +4.02% | 0.96 | 9 |