United States
Over 2017 to 2025 (9 years of data), EQTUSUSD has tended to move short between 09.10 and 21.10, closing higher in 87.5% of those years for an average +2.01% move and an annualized Sharpe of 2.39.
Best window
09.10 - 21.10
Direction
Short
Win rate
87.5%
Avg return
+2.01%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 21.10 | Short | 87.5% | +2.01% | 2.39 | 8 |
| 10.10 → 06.12 | Short | 77.8% | +10.29% | 1.26 | 9 |
| 09.10 → 06.12 | Short | 77.8% |
| +10.23% |
| 1.28 |
| 9 |
| 08.10 → 06.12 | Short | 77.8% | +10.01% | 1.26 | 9 |
| 10.10 → 07.12 | Short | 77.8% | +9.95% | 1.21 | 9 |
| 09.10 → 07.12 | Short | 77.8% | +9.88% | 1.23 | 9 |
| 08.10 → 07.12 | Short | 77.8% | +9.66% | 1.22 | 9 |
| 10.10 → 09.12 | Short | 77.8% | +9.62% | 1.19 | 9 |