United States
Over 2017 to 2025 (9 years of data), EXPEUSUSD has tended to move long between 09.10 and 06.11, closing higher in 88.9% of those years for an average +5.81% move and an annualized Sharpe of 3.39.
Best window
09.10 - 06.11
Direction
Long
Win rate
88.9%
Avg return
+5.81%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 06.11 | Long | 88.9% | +5.81% | 3.39 | 9 |
| 08.10 → 06.11 | Long | 88.9% | +5.47% | 3.14 | 9 |
| 10.10 → 06.11 | Long | 88.9% |
| +4.92% |
| 3.05 |
| 9 |
| 09.10 → 05.11 | Long | 88.9% | +4.67% | 3.19 | 9 |
| 11.10 → 17.10 | Long | 87.5% | +1.17% | 3.05 | 8 |
| 10.10 → 13.10 | Short | 87.5% | +1.02% | 6.19 | 8 |
| 09.10 → 16.10 | Long | 87.5% | +0.56% | 1.49 | 8 |
| 11.10 → 09.12 | Long | 77.8% | +11.97% | 1.49 | 9 |