United States
Over 2022 to 2025 (4 years of data), EWUSUSD has tended to move short between 09.10 and 06.11, closing higher in 75.0% of those years for an average +5.08% move and an annualized Sharpe of 1.93.
Best window
09.10 - 06.11
Direction
Short
Win rate
75.0%
Avg return
+5.08%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 06.11 | Short | 75.0% | +5.08% | 1.93 | 4 |
| 09.10 → 07.11 | Short | 75.0% | +4.96% | 1.75 | 4 |
| 09.10 → 31.10 | Short | 75.0% |
| +4.77% |
| 2.16 |
| 4 |
| 09.10 → 02.11 | Short | 75.0% | +4.65% | 1.91 | 4 |
| 09.10 → 03.11 | Short | 75.0% | +4.62% | 1.79 | 4 |
| 09.10 → 09.11 | Short | 75.0% | +4.62% | 1.53 | 4 |
| 09.10 → 05.11 | Short | 75.0% | +4.56% | 1.72 | 4 |
| 10.10 → 06.11 | Short | 75.0% | +4.48% | 1.69 | 4 |