United States
Over 2022 to 2025 (4 years of data), ESTCUSUSD has tended to move long between 15.09 and 18.09, closing higher in 100.0% of those years for an average +1.63% move and an annualized Sharpe of 23.47.
Best window
15.09 - 18.09
Direction
Long
Win rate
100.0%
Avg return
+1.63%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 18.09 | Long | 100.0% | +1.63% | 23.47 | 4 |
| 15.09 → 19.09 | Long | 100.0% | +1.56% | 22.54 | 4 |
| 16.09 → 19.09 | Long | 100.0% |
| +1.36% |
| 28.96 |
| 4 |
| 19.09 → 04.11 | Short | 75.0% | +9.81% | 1.88 | 4 |
| 20.09 → 04.11 | Short | 75.0% | +9.69% | 1.77 | 4 |
| 19.09 → 05.11 | Short | 75.0% | +9.08% | 1.72 | 4 |
| 20.09 → 05.11 | Short | 75.0% | +8.96% | 1.61 | 4 |
| 21.09 → 04.11 | Short | 75.0% | +8.94% | 1.88 | 4 |