United States
Over 2022 to 2025 (4 years of data), FNDUSUSD has tended to move short between 06.10 and 06.11, closing higher in 100.0% of those years for an average +10.11% move and an annualized Sharpe of 5.82.
Best window
06.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+10.11%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Short | 100.0% | +10.11% | 5.82 | 4 |
| 06.10 → 09.11 | Short | 100.0% | +9.72% | 5.64 | 4 |
| 06.10 → 07.11 | Short | 100.0% |
| +9.43% |
| 5.20 |
| 4 |
| 06.10 → 08.11 | Short | 100.0% | +9.10% | 4.82 | 4 |
| 07.10 → 06.11 | Short | 100.0% | +9.02% | 5.61 | 4 |
| 07.10 → 09.11 | Short | 100.0% | +8.64% | 5.72 | 4 |
| 10.10 → 09.11 | Short | 100.0% | +8.50% | 6.04 | 4 |
| 07.10 → 07.11 | Short | 100.0% | +8.34% | 5.06 | 4 |