United States
Over 2022 to 2025 (4 years of data), EXRUSUSD has tended to move short between 12.10 and 06.11, closing higher in 100.0% of those years for an average +8.58% move and an annualized Sharpe of 10.93.
Best window
12.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+8.58%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 06.11 | Short | 100.0% | +8.58% | 10.93 | 4 |
| 10.10 → 06.11 | Short | 100.0% | +8.54% | 13.64 | 4 |
| 11.10 → 06.11 | Short | 100.0% |
| +8.50% |
| 11.86 |
| 4 |
| 07.10 → 06.11 | Short | 100.0% | +8.13% | 12.01 | 4 |
| 09.10 → 06.11 | Short | 100.0% | +7.81% | 16.47 | 4 |
| 12.10 → 04.11 | Short | 100.0% | +7.80% | 8.70 | 4 |
| 10.10 → 04.11 | Short | 100.0% | +7.77% | 10.14 | 4 |
| 08.10 → 06.11 | Short | 100.0% | +7.73% | 14.47 | 4 |