United States
Over 2022 to 2025 (4 years of data), EXELUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +19.18% move and an annualized Sharpe of 4.12.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+19.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +19.18% | 4.12 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +18.82% | 3.66 | 4 |
| 11.10 → 02.12 | Long | 100.0% |
| +18.75% |
| 4.18 |
| 4 |
| 11.10 → 03.12 | Long | 100.0% | +18.42% | 4.27 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +18.22% | 3.32 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +18.13% | 3.52 | 4 |
| 10.10 → 05.12 | Long | 100.0% | +17.87% | 3.00 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +17.79% | 3.37 | 4 |