United States
Over 2018 to 2025 (8 years of data), FEUSUSD has tended to move long between 06.10 and 25.10, closing higher in 100.0% of those years for an average +3.27% move and an annualized Sharpe of 3.55.
Best window
06.10 - 25.10
Direction
Long
Win rate
100.0%
Avg return
+3.27%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 25.10 | Long | 100.0% | +3.27% | 3.55 | 8 |
| 08.10 → 24.10 | Long | 100.0% | +3.24% | 6.02 | 8 |
| 08.10 → 22.10 | Long | 100.0% |
| +3.05% |
| 7.41 |
| 8 |
| 07.10 → 24.10 | Long | 100.0% | +3.00% | 4.81 | 8 |
| 09.10 → 22.10 | Long | 100.0% | +2.91% | 9.00 | 8 |
| 08.10 → 25.10 | Long | 100.0% | +2.90% | 4.63 | 8 |
| 08.10 → 23.10 | Long | 100.0% | +2.84% | 5.46 | 8 |
| 07.10 → 22.10 | Long | 100.0% | +2.82% | 5.71 | 8 |