United States
Over 2022 to 2025 (4 years of data), FIVEUSUSD has tended to move long between 11.10 and 05.12, closing higher in 100.0% of those years for an average +28.55% move and an annualized Sharpe of 12.24.
Best window
11.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+28.55%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 100.0% | +28.55% | 12.24 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +27.21% | 13.75 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +26.23% |
| 9.72 |
| 4 |
| 08.10 → 05.12 | Long | 100.0% | +26.10% | 11.19 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +25.75% | 11.89 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +25.65% | 13.10 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +25.27% | 11.65 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +24.77% | 13.54 | 4 |