United States
Over 2022 to 2025 (4 years of data), FANGUSUSD has tended to move long between 05.10 and 14.11, closing higher in 75.0% of those years for an average +6.88% move and an annualized Sharpe of 1.98.
Best window
05.10 - 14.11
Direction
Long
Win rate
75.0%
Avg return
+6.88%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 14.11 | Long | 75.0% | +6.88% | 1.98 | 4 |
| 11.10 → 14.11 | Long | 75.0% | +6.58% | 2.29 | 4 |
| 05.10 → 11.11 | Long | 75.0% |
| +6.19% |
| 1.73 |
| 4 |
| 11.10 → 11.11 | Long | 75.0% | +5.89% | 1.99 | 4 |
| 06.10 → 14.11 | Long | 75.0% | +5.63% | 1.78 | 4 |
| 05.10 → 23.10 | Long | 75.0% | +5.56% | 2.62 | 4 |
| 11.10 → 12.11 | Long | 75.0% | +5.48% | 1.88 | 4 |
| 11.10 → 13.11 | Long | 75.0% | +5.43% | 1.87 | 4 |