United States
Over 2022 to 2025 (4 years of data), ESTCUSUSD has tended to move short between 12.10 and 20.10, closing higher in 100.0% of those years for an average +2.84% move and an annualized Sharpe of 11.89.
Best window
12.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+2.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 20.10 | Short | 100.0% | +2.84% | 11.89 | 4 |
| 11.10 → 29.10 | Short | 100.0% | +2.52% | 4.07 | 4 |
| 12.10 → 22.10 | Short | 100.0% |
| +2.50% |
| 6.04 |
| 4 |
| 11.10 → 20.10 | Short | 100.0% | +2.18% | 11.42 | 4 |
| 11.10 → 22.10 | Short | 100.0% | +1.86% | 8.99 | 4 |
| 12.10 → 04.11 | Short | 75.0% | +8.29% | 4.41 | 4 |
| 11.10 → 04.11 | Short | 75.0% | +7.58% | 3.48 | 4 |
| 12.10 → 05.11 | Short | 75.0% | +7.55% | 4.43 | 4 |