United States
Over 2018 to 2026 (9 years of data), FEUSUSD has tended to move long between 13.10 and 19.10, closing higher in 100.0% of those years for an average +2.76% move and an annualized Sharpe of 14.33.
Best window
13.10 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+2.76%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 19.10 | Long | 100.0% | +2.76% | 14.33 | 8 |
| 13.10 → 18.10 | Long | 100.0% | +2.40% | 15.14 | 8 |
| 12.10 → 19.10 | Long | 100.0% |
| +2.22% |
| 11.86 |
| 8 |
| 13.10 → 17.10 | Long | 100.0% | +2.11% | 17.53 | 8 |
| 12.10 → 18.10 | Long | 100.0% | +1.86% | 22.83 | 8 |
| 12.10 → 17.10 | Long | 100.0% | +1.57% | 17.21 | 8 |
| 13.10 → 24.10 | Long | 87.5% | +3.43% | 7.66 | 8 |
| 13.10 → 22.10 | Long | 87.5% | +3.26% | 7.80 | 8 |