United States
Over 2022 to 2025 (4 years of data), ETSYUSUSD has tended to move short between 05.10 and 30.10, closing higher in 100.0% of those years for an average +9.89% move and an annualized Sharpe of 8.29.
Best window
05.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+9.89%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.10 | Short | 100.0% | +9.89% | 8.29 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +9.89% | 6.58 | 4 |
| 05.10 → 02.11 | Short | 100.0% |
| +9.55% |
| 4.28 |
| 4 |
| 06.10 → 02.11 | Short | 100.0% | +9.52% | 3.81 | 4 |
| 06.10 → 29.10 | Short | 100.0% | +9.13% | 6.82 | 4 |
| 05.10 → 29.10 | Short | 100.0% | +9.12% | 9.26 | 4 |
| 07.10 → 30.10 | Short | 100.0% | +9.11% | 6.86 | 4 |
| 10.10 → 30.10 | Short | 100.0% | +9.09% | 6.59 | 4 |