United States
Over 2018 to 2025 (8 years of data), GISUSUSD has tended to move short between 11.10 and 29.11, closing higher in 75.0% of those years for an average +0.92% move and an annualized Sharpe of 0.52.
Best window
11.10 - 29.11
Direction
Short
Win rate
75.0%
Avg return
+0.92%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 29.11 | Short | 75.0% | +0.92% | 0.52 | 8 |
| 10.10 → 25.11 | Short | 75.0% | +0.85% | 0.47 | 8 |
| 10.10 → 26.11 | Short | 75.0% |
| +0.67% |
| 0.39 |
| 8 |
| 10.10 → 29.11 | Short | 75.0% | +0.65% | 0.36 | 8 |
| 12.10 → 29.11 | Short | 75.0% | +0.65% | 0.47 | 8 |
| 07.10 → 10.10 | Long | 75.0% | +0.57% | 3.58 | 8 |
| 11.10 → 18.10 | Short | 75.0% | +0.51% | 2.02 | 8 |
| 10.10 → 28.11 | Short | 75.0% | +0.46% | 0.26 | 8 |