United States
Over 2022 to 2025 (4 years of data), FLUSUSD has tended to move long between 05.10 and 02.12, closing higher in 100.0% of those years for an average +32.21% move and an annualized Sharpe of 3.20.
Best window
05.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+32.21%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 100.0% | +32.21% | 3.20 | 3 |
| 05.10 → 01.12 | Long | 100.0% | +31.00% | 3.13 | 3 |
| 05.10 → 03.12 | Long | 100.0% |
| +30.09% |
| 2.79 |
| 3 |
| 08.10 → 02.12 | Long | 100.0% | +29.77% | 4.17 | 3 |
| 09.10 → 02.12 | Long | 100.0% | +29.60% | 4.15 | 3 |
| 06.10 → 02.12 | Long | 100.0% | +29.28% | 3.31 | 3 |
| 08.10 → 01.12 | Long | 100.0% | +28.58% | 4.06 | 3 |
| 07.10 → 02.12 | Long | 100.0% | +28.52% | 3.57 | 3 |