United States
Over 2022 to 2025 (4 years of data), ESSUSUSD has tended to move long between 11.10 and 16.10, closing higher in 100.0% of those years for an average +2.92% move and an annualized Sharpe of 11.34.
Best window
11.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+2.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 100.0% | +2.92% | 11.34 | 4 |
| 13.10 → 16.10 | Long | 100.0% | +2.82% | 12.22 | 4 |
| 12.10 → 01.11 | Short | 100.0% |
| +2.79% |
| 6.10 |
| 4 |
| 11.10 → 17.10 | Long | 100.0% | +2.73% | 11.28 | 4 |
| 13.10 → 12.12 | Long | 100.0% | +2.67% | 2.97 | 4 |
| 07.10 → 01.11 | Short | 100.0% | +2.64% | 23.52 | 4 |
| 12.10 → 02.11 | Short | 100.0% | +2.57% | 7.25 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +2.53% | 2.81 | 4 |