United States
Over 2022 to 2025 (4 years of data), ETNUSUSD has tended to move long between 08.10 and 10.11, closing higher in 100.0% of those years for an average +9.54% move and an annualized Sharpe of 5.22.
Best window
08.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+9.54%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 10.11 | Long | 100.0% | +9.54% | 5.22 | 4 |
| 06.10 → 10.11 | Long | 100.0% | +9.28% | 6.45 | 4 |
| 11.10 → 10.11 | Long | 100.0% |
| +9.26% |
| 4.73 |
| 4 |
| 09.10 → 10.11 | Long | 100.0% | +9.21% | 4.73 | 4 |
| 05.10 → 10.11 | Long | 100.0% | +8.91% | 5.46 | 4 |
| 10.10 → 10.11 | Long | 100.0% | +8.71% | 4.35 | 4 |
| 11.10 → 12.11 | Long | 100.0% | +8.35% | 3.84 | 4 |
| 08.10 → 09.11 | Long | 100.0% | +8.07% | 5.62 | 4 |