United States
Over 2022 to 2025 (4 years of data), IBKRUSUSD has tended to move long between 05.10 and 09.10, closing higher in 100.0% of those years for an average +3.17% move and an annualized Sharpe of 23.90.
Best window
05.10 - 09.10
Direction
Long
Win rate
100.0%
Avg return
+3.17%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 09.10 | Long | 100.0% | +3.17% | 23.90 | 4 |
| 10.10 → 16.10 | Short | 100.0% | +2.52% | 9.66 | 4 |
| 09.10 → 16.10 | Short | 100.0% |
| +2.47% |
| 8.85 |
| 4 |
| 05.10 → 13.10 | Long | 100.0% | +2.24% | 6.85 | 4 |
| 06.10 → 09.10 | Long | 100.0% | +1.91% | 19.24 | 4 |
| 05.10 → 11.10 | Long | 100.0% | +1.88% | 12.58 | 4 |
| 05.10 → 12.10 | Long | 100.0% | +1.63% | 12.53 | 4 |
| 08.10 → 16.10 | Short | 100.0% | +1.59% | 7.89 | 4 |