United States
Over 2022 to 2025 (4 years of data), FTIUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +21.78% move and an annualized Sharpe of 3.94.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+21.78%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +21.78% | 3.94 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +21.18% | 4.44 | 4 |
| 11.10 → 30.11 | Long | 100.0% |
| +21.01% |
| 4.55 |
| 4 |
| 11.10 → 03.12 | Long | 100.0% | +20.58% | 4.48 | 4 |
| 12.10 → 02.12 | Long | 100.0% | +20.52% | 3.78 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +20.22% | 4.41 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +20.18% | 4.33 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +20.08% | 5.25 | 4 |