United States
Over 2017 to 2025 (9 years of data), FCXUSUSD has tended to move long between 12.10 and 11.12, closing higher in 77.8% of those years for an average +13.47% move and an annualized Sharpe of 1.56.
Best window
12.10 - 11.12
Direction
Long
Win rate
77.8%
Avg return
+13.47%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 77.8% | +13.47% | 1.56 | 9 |
| 08.10 → 07.12 | Long | 77.8% | +12.99% | 1.54 | 9 |
| 09.10 → 08.12 | Long | 77.8% |
| +12.99% |
| 1.54 |
| 9 |
| 11.10 → 10.12 | Long | 77.8% | +12.84% | 1.54 | 9 |
| 11.10 → 08.12 | Long | 77.8% | +12.77% | 1.59 | 9 |
| 12.10 → 10.12 | Long | 77.8% | +12.59% | 1.51 | 9 |
| 12.10 → 08.12 | Long | 77.8% | +12.53% | 1.56 | 9 |
| 10.10 → 08.12 | Long | 77.8% | +12.28% | 1.49 | 9 |