United States
Over 2022 to 2025 (4 years of data), FNFUSUSD has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +9.20% move and an annualized Sharpe of 7.83.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+9.20%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +9.20% | 7.83 | 4 |
| 10.10 → 25.11 | Long | 100.0% | +8.47% | 7.41 | 4 |
| 11.10 → 27.11 | Long | 100.0% |
| +8.39% |
| 5.50 |
| 4 |
| 11.10 → 24.11 | Long | 100.0% | +8.35% | 5.67 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +8.31% | 5.47 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +8.20% | 5.12 | 4 |
| 11.10 → 23.11 | Long | 100.0% | +8.18% | 6.01 | 4 |
| 09.10 → 25.11 | Long | 100.0% | +8.15% | 5.40 | 4 |