United States
Over 2018 to 2025 (8 years of data), EXCUSUSD has tended to move long between 06.10 and 28.10, closing higher in 87.5% of those years for an average +3.20% move and an annualized Sharpe of 2.76.
Best window
06.10 - 28.10
Direction
Long
Win rate
87.5%
Avg return
+3.20%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.10 | Long | 87.5% | +3.20% | 2.76 | 8 |
| 09.10 → 28.11 | Long | 87.5% | +3.15% | 1.55 | 8 |
| 08.10 → 30.10 | Long | 87.5% |
| +2.70% |
| 2.60 |
| 8 |
| 07.10 → 27.10 | Long | 87.5% | +2.48% | 2.32 | 8 |
| 07.10 → 28.10 | Long | 87.5% | +2.41% | 2.53 | 8 |
| 08.10 → 27.10 | Long | 87.5% | +2.36% | 2.46 | 8 |
| 08.10 → 28.10 | Long | 87.5% | +2.30% | 2.50 | 8 |
| 10.10 → 26.10 | Long | 87.5% | +2.29% | 3.29 | 8 |