United States
Over 2017 to 2025 (9 years of data), FDXUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +10.04% move and an annualized Sharpe of 4.49.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+10.04%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +10.04% | 4.49 | 9 |
| 12.10 → 02.12 | Long | 100.0% | +9.86% | 4.53 | 9 |
| 11.10 → 01.12 | Long | 100.0% |
| +9.15% |
| 3.54 |
| 9 |
| 11.10 → 30.11 | Long | 100.0% | +9.13% | 3.39 | 9 |
| 10.10 → 02.12 | Long | 100.0% | +8.96% | 4.56 | 9 |
| 12.10 → 01.12 | Long | 100.0% | +8.96% | 3.59 | 9 |
| 12.10 → 30.11 | Long | 100.0% | +8.95% | 3.44 | 9 |
| 11.10 → 03.12 | Long | 100.0% | +8.91% | 4.35 | 9 |