United States
Over 2022 to 2025 (4 years of data), FDSUSUSD has tended to move long between 08.10 and 02.12, closing higher in 100.0% of those years for an average +6.36% move and an annualized Sharpe of 2.87.
Best window
08.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+6.36%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 100.0% | +6.36% | 2.87 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +6.33% | 2.81 | 4 |
| 07.10 → 02.12 | Long | 100.0% |
| +6.14% |
| 2.99 |
| 4 |
| 07.10 → 01.12 | Long | 100.0% | +6.11% | 2.92 | 4 |
| 08.10 → 25.11 | Long | 100.0% | +5.84% | 3.88 | 4 |
| 07.10 → 25.11 | Long | 100.0% | +5.62% | 4.30 | 4 |
| 08.10 → 26.11 | Long | 100.0% | +5.62% | 3.73 | 4 |
| 08.10 → 27.11 | Long | 100.0% | +5.55% | 3.70 | 4 |