United States
Over 2022 to 2025 (4 years of data), FTNTUSUSD has tended to move short between 07.10 and 05.11, closing higher in 100.0% of those years for an average +8.58% move and an annualized Sharpe of 4.90.
Best window
07.10 - 05.11
Direction
Short
Win rate
100.0%
Avg return
+8.58%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 05.11 | Short | 100.0% | +8.58% | 4.90 | 3 |
| 10.10 → 04.11 | Short | 100.0% | +7.49% | 4.39 | 4 |
| 10.10 → 05.11 | Short | 100.0% |
| +7.23% |
| 4.38 |
| 4 |
| 11.10 → 06.11 | Short | 100.0% | +6.36% | 4.60 | 4 |
| 12.10 → 06.11 | Short | 100.0% | +5.42% | 3.91 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +0.36% | 16.86 | 4 |
| 10.10 → 06.11 | Short | 75.0% | +7.93% | 4.66 | 4 |
| 09.10 → 06.11 | Short | 75.0% | +7.30% | 3.58 | 4 |