United States
Over 2018 to 2025 (8 years of data), FITBUSUSD has tended to move long between 08.10 and 02.12, closing higher in 87.5% of those years for an average +10.17% move and an annualized Sharpe of 2.75.
Best window
08.10 - 02.12
Direction
Long
Win rate
87.5%
Avg return
+10.17%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 87.5% | +10.17% | 2.75 | 8 |
| 11.10 → 02.12 | Long | 87.5% | +9.39% | 3.44 | 8 |
| 11.10 → 01.12 | Long | 87.5% |
| +8.71% |
| 2.90 |
| 8 |
| 11.10 → 03.12 | Long | 87.5% | +8.26% | 2.74 | 8 |
| 11.10 → 25.11 | Long | 87.5% | +8.22% | 3.98 | 8 |
| 11.10 → 24.11 | Long | 87.5% | +8.20% | 3.64 | 8 |
| 11.10 → 30.11 | Long | 87.5% | +7.83% | 3.28 | 8 |
| 11.10 → 23.11 | Long | 87.5% | +7.35% | 3.51 | 8 |