United States
Over 2017 to 2025 (9 years of data), FBUSUSD has tended to move long between 08.10 and 17.10, closing higher in 88.9% of those years for an average +1.86% move and an annualized Sharpe of 4.78.
Best window
08.10 - 17.10
Direction
Long
Win rate
88.9%
Avg return
+1.86%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 17.10 | Long | 88.9% | +1.86% | 4.78 | 9 |
| 11.10 → 17.10 | Long | 77.8% | +1.73% | 4.95 | 9 |
| 08.10 → 16.10 | Long | 77.8% |
| +1.67% |
| 4.84 |
| 9 |
| 06.10 → 16.10 | Long | 77.8% | +1.57% | 3.11 | 9 |
| 08.10 → 19.10 | Long | 77.8% | +1.22% | 2.79 | 9 |
| 09.10 → 16.10 | Long | 77.8% | +1.21% | 3.73 | 9 |
| 10.10 → 22.10 | Short | 77.8% | +0.47% | 1.66 | 9 |
| 11.10 → 14.10 | Long | 77.8% | +0.36% | 2.58 | 9 |