United States
Over 2022 to 2025 (4 years of data), FICOUSUSD has tended to move long between 11.10 and 05.12, closing higher in 100.0% of those years for an average +27.38% move and an annualized Sharpe of 4.20.
Best window
11.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+27.38%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 100.0% | +27.38% | 4.20 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +27.19% | 3.97 | 4 |
| 11.10 → 02.12 | Long | 100.0% |
| +26.97% |
| 3.89 |
| 4 |
| 11.10 → 04.12 | Long | 100.0% | +26.90% | 4.07 | 4 |
| 09.10 → 05.12 | Long | 100.0% | +26.83% | 3.96 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +26.65% | 3.74 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +26.43% | 3.68 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +26.36% | 3.84 | 4 |