

United States
Over 2022 to 2025 (4 years of data), EPAMUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +25.63% move and an annualized Sharpe of 4.12.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+25.63%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +25.63% | 4.12 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +24.62% | 4.22 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 98.8897 |
| 3 | 98.4335 |
| 4 | 99.4937 |
| 5 | 97.7149 |
| 6 | 97.8776 |
| 7 | 97.6939 |
| 8 | 98.4293 |
| 9 | 99.0677 |
| 10 | 99.113 |
| 11 | 99.8728 |
| 12 | 100.8481 |
| 13 | 101.3369 |
| 14 | 101.3549 |
| 15 | 101.661 |
| 16 | 100.9609 |
| 17 | 101.3016 |
| 18 | 101.3826 |
| 19 | 100.2007 |
| 20 | 100.7735 |
| 21 | 101.6405 |
| 22 | 101.1979 |
| 23 | 102.5678 |
| 24 | 101.3273 |
| 25 | 100.6991 |
| 26 | 102.2546 |
| 27 | 101.9974 |
| 28 | 102.3115 |
| 29 | 102.0226 |
| 30 | 100.7343 |
| 31 | 100.4309 |
| 32 | 102.5259 |
| 33 | 104.9605 |
| 34 | 105.0688 |
| 35 | 104.8735 |
| 36 | 104.9481 |
| 37 | 105.3596 |
| 38 | 104.9086 |
| 39 | 105.0863 |
| 40 | 104.4273 |
| 41 | 103.5806 |
| 42 | 103.9951 |
| 43 | 104.6351 |
| 44 | 103.3184 |
| 45 | 103.8037 |
| 46 | 106.3101 |
| 47 | 105.7815 |
| 48 | 105.1478 |
| 49 | 104.5537 |
| 50 | 104.344 |
| 51 | 99.728 |
| 52 | 96.9008 |
| 53 | 96.3447 |
| 54 | 96.1144 |
| 55 | 95.5495 |
| 56 | 95.9129 |
| 57 | 96.3689 |
| 58 | 96.6366 |
| 59 | 95.8458 |
| 60 | 95.549 |
| 61 | 95.4671 |
| 62 | 94.7497 |
| 63 | 94.6297 |
| 64 | 95.1178 |
| 65 | 94.9703 |
| 66 | 95.1164 |
| 67 | 95.5121 |
| 68 | 94.3999 |
| 69 | 92.4626 |
| 70 | 92.4978 |
| 71 | 91.9854 |
| 72 | 90.9761 |
| 73 | 91.0306 |
| 74 | 90.3567 |
| 75 | 90.2177 |
| 76 | 90.71 |
| 77 | 90.2033 |
| 78 | 89.6717 |
| 79 | 88.4412 |
| 80 | 89.06 |
| 81 | 87.8202 |
| 82 | 87.4778 |
| 83 | 87.2777 |
| 84 | 87.3576 |
| 85 | 86.978 |
| 86 | 87.3495 |
| 87 | 86.9316 |
| 88 | 87.2463 |
| 89 | 87.844 |
| 90 | 88.2399 |
| 91 | 88.0553 |
| 92 | 87.939 |
| 93 | 86.0772 |
| 94 | 83.774 |
| 95 | 82.9874 |
| 96 | 83.2405 |
| 97 | 83.3068 |
| 98 | 82.9608 |
| 99 | 85.557 |
| 100 | 84.2706 |
| 101 | 84.1368 |
| 102 | 83.8607 |
| 103 | 83.9082 |
| 104 | 84.3454 |
| 105 | 84.2994 |
| 106 | 83.2791 |
| 107 | 83.0849 |
| 108 | 82.7989 |
| 109 | 82.3003 |
| 110 | 81.7897 |
| 111 | 81.3912 |
| 112 | 81.6559 |
| 113 | 82.3806 |
| 114 | 83.0884 |
| 115 | 82.5665 |
| 116 | 82.0618 |
| 117 | 82.3906 |
| 118 | 82.5416 |
| 119 | 82.6576 |
| 120 | 82.3715 |
| 121 | 82.0598 |
| 122 | 81.67 |
| 123 | 82.1545 |
| 124 | 82.1888 |
| 125 | 79.9221 |
| 126 | 79.74 |
| 127 | 80.2682 |
| 128 | 81.9653 |
| 129 | 81.5568 |
| 130 | 75.4344 |
| 131 | 75.6946 |
| 132 | 76.616 |
| 133 | 76.6499 |
| 134 | 77.0452 |
| 135 | 77.2437 |
| 136 | 76.9931 |
| 137 | 77.1317 |
| 138 | 77.3604 |
| 139 | 78.9639 |
| 140 | 78.6849 |
| 141 | 78.9655 |
| 142 | 79.7907 |
| 143 | 78.8355 |
| 144 | 77.6539 |
| 145 | 76.7241 |
| 146 | 77.8651 |
| 147 | 79.0048 |
| 148 | 78.7662 |
| 149 | 78.3128 |
| 150 | 78.5151 |
| 151 | 78.0533 |
| 152 | 77.642 |
| 153 | 78.6585 |
| 154 | 78.0871 |
| 155 | 78.1404 |
| 156 | 73.1824 |
| 157 | 74.2232 |
| 158 | 74.8463 |
| 159 | 74.5451 |
| 160 | 74.3823 |
| 161 | 73.2142 |
| 162 | 72.8153 |
| 163 | 73.392 |
| 164 | 71.7881 |
| 165 | 71.6392 |
| 166 | 72.6967 |
| 167 | 72.0377 |
| 168 | 72.1831 |
| 169 | 71.4952 |
| 170 | 71.0779 |
| 171 | 70.8515 |
| 172 | 71.7451 |
| 173 | 73.0079 |
| 174 | 74.2454 |
| 175 | 74.6746 |
| 176 | 74.537 |
| 177 | 75.0151 |
| 178 | 75.7099 |
| 179 | 75.2273 |
| 180 | 74.9814 |
| 181 | 74.5546 |
| 182 | 75.1422 |
| 183 | 74.9244 |
| 184 | 75.1656 |
| 185 | 75.3548 |
| 186 | 76.4415 |
| 187 | 76.1907 |
| 188 | 76.893 |
| 189 | 76.7716 |
| 190 | 76.7779 |
| 191 | 76.4496 |
| 192 | 74.9233 |
| 193 | 75.0548 |
| 194 | 76.2455 |
| 195 | 75.5906 |
| 196 | 75.2006 |
| 197 | 76.3108 |
| 198 | 76.9775 |
| 199 | 77.7563 |
| 200 | 79.5594 |
| 201 | 77.6011 |
| 202 | 78.4064 |
| 203 | 78.3387 |
| 204 | 78.9175 |
| 205 | 78.0303 |
| 206 | 77.8599 |
| 207 | 77.3197 |
| 208 | 77.9473 |
| 209 | 79.2304 |
| 210 | 79.4944 |
| 211 | 78.8303 |
| 212 | 78.9438 |
| 213 | 79.4358 |
| 214 | 79.0972 |
| 215 | 79.297 |
| 216 | 82.1525 |
| 217 | 82.1906 |
| 218 | 81.8797 |
| 219 | 83.1727 |
| 220 | 83.2181 |
| 221 | 80.654 |
| 222 | 82.2476 |
| 223 | 80.9385 |
| 224 | 81.3313 |
| 225 | 81.8758 |
| 226 | 82.8516 |
| 227 | 83.0786 |
| 228 | 82.8846 |
| 229 | 83.0165 |
| 230 | 84.0258 |
| 231 | 84.1376 |
| 232 | 84.0796 |
| 233 | 83.9331 |
| 234 | 85.1401 |
| 235 | 84.9257 |
| 236 | 84.6881 |
| 237 | 85.0916 |
| 238 | 83.6628 |
| 239 | 83.691 |
| 240 | 84.2541 |
| 241 | 84.7293 |
| 242 | 85.647 |
| 243 | 86.0154 |
| 244 | 85.2463 |
| 245 | 85.0703 |
| 246 | 84.9763 |
| 247 | 83.6639 |
| 248 | 84.3066 |
| 249 | 84.8473 |
| 250 | 85.4558 |
| 251 | 85.4206 |
| 252 | 85.7091 |
| 253 | 84.2572 |
| 254 | 85.0802 |
| 255 | 84.5408 |
| 256 | 83.5973 |
| 257 | 84.3512 |
| 258 | 83.0055 |
| 259 | 82.4371 |
| 260 | 82.6935 |
| 261 | 82.0279 |
| 262 | 82.1925 |
| 263 | 81.8204 |
| 264 | 81.0637 |
| 265 | 80.1221 |
| 266 | 79.566 |
| 267 | 80.019 |
| 268 | 79.672 |
| 269 | 78.472 |
| 270 | 79.0941 |
| 271 | 79.8534 |
| 272 | 79.5319 |
| 273 | 78.9713 |
| 274 | 79.1331 |
| 275 | 78.6414 |
| 276 | 77.8923 |
| 277 | 79.2091 |
| 278 | 78.3224 |
| 279 | 77.771 |
| 280 | 76.5351 |
| 281 | 76.2428 |
| 282 | 76.6493 |
| 283 | 74.4502 |
| 284 | 74.2501 |
| 285 | 73.3373 |
| 286 | 74.7615 |
| 287 | 74.6465 |
| 288 | 74.4481 |
| 289 | 75.009 |
| 290 | 75.5155 |
| 291 | 75.3082 |
| 292 | 74.7723 |
| 293 | 74.1931 |
| 294 | 75.3351 |
| 295 | 75.413 |
| 296 | 75.1889 |
| 297 | 75.1589 |
| 298 | 75.0203 |
| 299 | 74.9405 |
| 300 | 74.9494 |
| 301 | 75.0746 |
| 302 | 75.2278 |
| 303 | 75.0743 |
| 304 | 75.6564 |
| 305 | 75.1389 |
| 306 | 75.7113 |
| 307 | 74.5801 |
| 308 | 74.9613 |
| 309 | 75.112 |
| 310 | 76.6671 |
| 311 | 78.578 |
| 312 | 81.8674 |
| 313 | 80.1775 |
| 314 | 83.5385 |
| 315 | 83.8921 |
| 316 | 84.7859 |
| 317 | 85.0509 |
| 318 | 86.1556 |
| 319 | 86.0054 |
| 320 | 85.0884 |
| 321 | 84.4787 |
| 322 | 84.7431 |
| 323 | 84.8875 |
| 324 | 84.2709 |
| 325 | 84.6268 |
| 326 | 85.5449 |
| 327 | 86.059 |
| 328 | 86.4295 |
| 329 | 86.7323 |
| 330 | 87.1057 |
| 331 | 87.1003 |
| 332 | 87.3577 |
| 333 | 87.2812 |
| 334 | 88.2893 |
| 335 | 88.7157 |
| 336 | 88.9447 |
| 337 | 89.7062 |
| 338 | 89.9116 |
| 339 | 88.4058 |
| 340 | 88.2352 |
| 341 | 88.8377 |
| 342 | 89.6953 |
| 343 | 90.0256 |
| 344 | 90.6744 |
| 345 | 91.3333 |
| 346 | 91.5854 |
| 347 | 92.8013 |
| 348 | 92.9124 |
| 349 | 91.9758 |
| 350 | 90.9455 |
| 351 | 90.6909 |
| 352 | 91.9622 |
| 353 | 90.729 |
| 354 | 91.2445 |
| 355 | 92.1928 |
| 356 | 91.6433 |
| 357 | 91.2459 |
| 358 | 91.0426 |
| 359 | 90.9968 |
| 360 | 91.5944 |
| 361 | 90.8641 |
| 362 | 90.3199 |
| 363 | 91.3101 |
| 364 | 90.5819 |
| 365 | 90.153 |
| 366 | 89.7184 |
| +23.43% |
| 4.33 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +22.40% | 3.89 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +22.03% | 6.25 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +21.69% | 4.32 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +21.66% | 3.80 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +21.30% | 6.09 | 4 |