United States
Over 2022 to 2025 (4 years of data), FLTUSUSD has tended to move long between 07.10 and 01.12, closing higher in 100.0% of those years for an average +7.32% move and an annualized Sharpe of 3.16.
Best window
07.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+7.32%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 01.12 | Long | 100.0% | +7.32% | 3.16 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +7.03% | 3.25 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +6.95% |
| 4.28 |
| 4 |
| 07.10 → 02.12 | Long | 100.0% | +6.86% | 2.95 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +6.65% | 3.05 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +6.57% | 3.05 | 4 |
| 07.10 → 05.12 | Long | 100.0% | +6.53% | 4.45 | 4 |
| 06.10 → 01.12 | Long | 100.0% | +6.51% | 2.90 | 4 |