United States
Over 2022 to 2025 (4 years of data), FTVUSUSD has tended to move short between 10.10 and 20.10, closing higher in 100.0% of those years for an average +1.84% move and an annualized Sharpe of 4.25.
Best window
10.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+1.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 20.10 | Short | 100.0% | +1.84% | 4.25 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +5.67% | 1.53 | 4 |
| 11.10 → 02.12 | Long | 75.0% |
| +5.14% |
| 1.44 |
| 4 |
| 11.10 → 04.12 | Long | 75.0% | +4.80% | 1.37 | 4 |
| 11.10 → 03.12 | Long | 75.0% | +4.75% | 1.36 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +4.72% | 1.36 | 4 |
| 11.10 → 25.11 | Long | 75.0% | +4.68% | 1.28 | 4 |
| 11.10 → 06.12 | Long | 75.0% | +4.63% | 1.24 | 4 |