United States
Over 2022 to 2025 (4 years of data), ESUSUSD has tended to move short between 06.10 and 09.11, closing higher in 100.0% of those years for an average +2.63% move and an annualized Sharpe of 3.52.
Best window
06.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+2.63%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 100.0% | +2.63% | 3.52 | 4 |
| 07.10 → 12.10 | Short | 100.0% | +2.42% | 24.08 | 4 |
| 11.10 → 14.10 | Short | 100.0% |
| +2.11% |
| 18.55 |
| 4 |
| 08.10 → 12.10 | Short | 100.0% | +2.03% | 18.33 | 4 |
| 07.10 → 13.10 | Short | 100.0% | +1.53% | 21.13 | 4 |
| 08.10 → 13.10 | Short | 100.0% | +1.14% | 11.00 | 4 |
| 06.10 → 12.10 | Short | 75.0% | +2.94% | 7.52 | 4 |
| 08.10 → 18.11 | Long | 75.0% | +2.83% | 2.15 | 4 |