United States
Over 2022 to 2025 (4 years of data), GDDYUSUSD has tended to move long between 12.10 and 12.11, closing higher in 100.0% of those years for an average +8.19% move and an annualized Sharpe of 3.83.
Best window
12.10 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+8.19%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 12.11 | Long | 100.0% | +8.19% | 3.83 | 4 |
| 12.10 → 13.11 | Long | 100.0% | +8.15% | 3.52 | 4 |
| 12.10 → 11.11 | Long | 100.0% |
| +7.45% |
| 3.74 |
| 4 |
| 06.10 → 01.11 | Long | 100.0% | +2.46% | 4.81 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +1.83% | 24.10 | 4 |
| 11.10 → 19.10 | Long | 100.0% | +1.22% | 18.30 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +17.70% | 2.29 | 4 |
| 08.10 → 05.12 | Long | 75.0% | +17.46% | 2.19 | 4 |