United States
Over 2017 to 2025 (9 years of data), FUSUSD has tended to move long between 11.10 and 01.12, closing higher in 88.9% of those years for an average +11.19% move and an annualized Sharpe of 2.24.
Best window
11.10 - 01.12
Direction
Long
Win rate
88.9%
Avg return
+11.19%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 88.9% | +11.19% | 2.24 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +11.10% | 2.24 | 9 |
| 10.10 → 01.12 | Long | 88.9% |
| +11.01% |
| 2.31 |
| 9 |
| 08.10 → 01.12 | Long | 88.9% | +11.00% | 2.24 | 9 |
| 08.10 → 02.12 | Long | 88.9% | +10.93% | 2.22 | 9 |
| 10.10 → 02.12 | Long | 88.9% | +10.93% | 2.31 | 9 |
| 09.10 → 01.12 | Long | 88.9% | +10.63% | 2.28 | 9 |
| 09.10 → 02.12 | Long | 88.9% | +10.56% | 2.27 | 9 |