United States
Over 2022 to 2025 (4 years of data), EVRGUSUSD has tended to move short between 15.09 and 19.09, closing higher in 100.0% of those years for an average +0.62% move and an annualized Sharpe of 13.16.
Best window
15.09 - 19.09
Direction
Short
Win rate
100.0%
Avg return
+0.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 19.09 | Short | 100.0% | +0.62% | 13.16 | 4 |
| 15.09 → 12.10 | Short | 75.0% | +6.23% | 2.36 | 4 |
| 15.09 → 09.10 | Short | 75.0% |
| +5.68% |
| 2.72 |
| 4 |
| 21.09 → 12.10 | Short | 75.0% | +5.60% | 2.61 | 4 |
| 16.09 → 12.10 | Short | 75.0% | +5.57% | 2.29 | 4 |
| 20.09 → 12.10 | Short | 75.0% | +5.54% | 2.47 | 4 |
| 15.09 → 07.10 | Short | 75.0% | +5.50% | 2.55 | 4 |
| 15.09 → 06.10 | Short | 75.0% | +5.47% | 2.72 | 4 |