United States
Over 2018 to 2025 (8 years of data), FITBUSUSD has tended to move long between 12.10 and 02.12, closing higher in 100.0% of those years for an average +9.90% move and an annualized Sharpe of 3.97.
Best window
12.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+9.90%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 100.0% | +9.90% | 3.97 | 8 |
| 12.10 → 07.11 | Long | 100.0% | +7.03% | 5.21 | 8 |
| 12.10 → 10.11 | Long | 100.0% |
| +6.99% |
| 4.36 |
| 8 |
| 12.10 → 11.11 | Long | 100.0% | +6.93% | 4.27 | 8 |
| 12.10 → 08.11 | Long | 100.0% | +6.90% | 4.79 | 8 |
| 12.10 → 13.11 | Long | 100.0% | +6.26% | 4.32 | 8 |
| 12.10 → 12.11 | Long | 100.0% | +6.20% | 4.30 | 8 |
| 08.10 → 02.12 | Long | 87.5% | +10.17% | 2.75 | 8 |