

Over 2022 to 2025 (4 years of data), IBKRUSUSD has tended to move long between 12.07 and 09.09, closing higher in 100.0% of those years for an average +13.10% move and an annualized Sharpe of 2.99.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1973 |
| 3 | 100.272 |
| 4 | 100.3338 |
| 5 | 100.3527 |
| 6 | 100.574 |
| 7 | 100.6148 |
| 8 | 100.5952 |
| 9 | 100.662 |
| 10 | 100.5497 |
| 11 | 100.5316 |
| 12 | 100.5683 |
| 13 | 100.664 |
| 14 | 100.6534 |
| 15 | 100.7079 |
| 16 | 100.7181 |
| 17 | 100.8434 |
| 18 | 101.0081 |
| 19 | 100.9657 |
| 20 | 100.958 |
| 21 | 100.9969 |
| 22 | 101.3886 |
| 23 | 101.4572 |
| 24 | 101.6155 |
| 25 | 101.5258 |
| 26 | 101.6108 |
| 27 | 101.2497 |
| 28 | 101.3134 |
| 29 | 101.3305 |
| 30 | 101.4708 |
| 31 | 101.4886 |
| 32 | 101.7163 |
| 33 | 101.8787 |
| 34 | 102.1413 |
| 35 | 102.1031 |
| 36 | 102.2872 |
| 37 | 102.1202 |
| 38 | 102.2856 |
| 39 | 102.3474 |
| 40 | 102.455 |
| 41 | 102.3682 |
| 42 | 102.2807 |
| 43 | 102.4568 |
| 44 | 102.6493 |
| 45 | 102.664 |
| 46 | 102.8157 |
| 47 | 102.8344 |
| 48 | 102.7965 |
| 49 | 102.8049 |
| 50 | 102.7596 |
| 51 | 102.5983 |
| 52 | 102.5678 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 09.09 | Long | 100.0% | +13.10% | 2.99 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +12.95% | 2.85 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +12.74% | 2.75 | 4 |
| 12.07 → 08.09 | Long | 100.0% | +12.63% | 2.81 | 4 |
| 11.07 → 09.09 | Long | 100.0% | +12.50% | 2.79 | 4 |
| 13.07 → 09.09 | Long | 100.0% | +12.38% | 2.86 | 4 |
| 13.07 → 10.09 | Long | 100.0% |
| 53 |
|---|
| 102.5847 |
| 54 | 102.5738 |
|---|
| 55 | 102.4999 |
|---|
| 56 | 102.2373 |
|---|
| 57 | 102.3942 |
|---|
| 58 | 102.2939 |
|---|
| 59 | 102.3682 |
|---|
| 60 | 102.4241 |
|---|
| 61 | 102.5449 |
|---|
| 62 | 102.53 |
|---|
| 63 | 102.4105 |
|---|
| 64 | 102.4437 |
|---|
| 65 | 102.1879 |
|---|
| 66 | 102.2746 |
|---|
| 67 | 102.2752 |
|---|
| 68 | 102.0541 |
|---|
| 69 | 101.2386 |
|---|
| 70 | 101.2893 |
|---|
| 71 | 101.3387 |
|---|
| 72 | 100.9464 |
|---|
| 73 | 101.2723 |
|---|
| 74 | 101.0279 |
|---|
| 75 | 101.1207 |
|---|
| 76 | 101.1674 |
|---|
| 77 | 101.1311 |
|---|
| 78 | 101.282 |
|---|
| 79 | 101.337 |
|---|
| 80 | 101.526 |
|---|
| 81 | 101.4289 |
|---|
| 82 | 101.3848 |
|---|
| 83 | 101.3938 |
|---|
| 84 | 101.3802 |
|---|
| 85 | 101.2665 |
|---|
| 86 | 101.3408 |
|---|
| 87 | 101.2844 |
|---|
| 88 | 101.3604 |
|---|
| 89 | 101.3675 |
|---|
| 90 | 101.4702 |
|---|
| 91 | 101.6475 |
|---|
| 92 | 101.6921 |
|---|
| 93 | 101.4037 |
|---|
| 94 | 100.9986 |
|---|
| 95 | 100.8049 |
|---|
| 96 | 100.8238 |
|---|
| 97 | 100.6535 |
|---|
| 98 | 100.8419 |
|---|
| 99 | 101.5007 |
|---|
| 100 | 101.2886 |
|---|
| 101 | 101.5473 |
|---|
| 102 | 101.5431 |
|---|
| 103 | 101.5325 |
|---|
| 104 | 101.6308 |
|---|
| 105 | 101.6266 |
|---|
| 106 | 101.2044 |
|---|
| 107 | 101.2154 |
|---|
| 108 | 101.3171 |
|---|
| 109 | 101.3499 |
|---|
| 110 | 101.278 |
|---|
| 111 | 101.0727 |
|---|
| 112 | 101.1902 |
|---|
| 113 | 101.3366 |
|---|
| 114 | 101.5465 |
|---|
| 115 | 101.5145 |
|---|
| 116 | 101.4724 |
|---|
| 117 | 101.4769 |
|---|
| 118 | 101.4649 |
|---|
| 119 | 101.5336 |
|---|
| 120 | 101.5578 |
|---|
| 121 | 101.5241 |
|---|
| 122 | 101.5769 |
|---|
| 123 | 101.5992 |
|---|
| 124 | 101.5459 |
|---|
| 125 | 101.7781 |
|---|
| 126 | 101.756 |
|---|
| 127 | 101.8424 |
|---|
| 128 | 101.9913 |
|---|
| 129 | 101.9849 |
|---|
| 130 | 101.89 |
|---|
| 131 | 101.8669 |
|---|
| 132 | 102.1002 |
|---|
| 133 | 102.3453 |
|---|
| 134 | 102.37 |
|---|
| 135 | 102.5456 |
|---|
| 136 | 102.4625 |
|---|
| 137 | 102.5472 |
|---|
| 138 | 102.5156 |
|---|
| 139 | 102.5684 |
|---|
| 140 | 102.7321 |
|---|
| 141 | 102.6902 |
|---|
| 142 | 102.7649 |
|---|
| 143 | 102.7375 |
|---|
| 144 | 102.6898 |
|---|
| 145 | 102.9535 |
|---|
| 146 | 103.1731 |
|---|
| 147 | 103.3858 |
|---|
| 148 | 103.3554 |
|---|
| 149 | 103.3508 |
|---|
| 150 | 103.3437 |
|---|
| 151 | 103.2705 |
|---|
| 152 | 103.1702 |
|---|
| 153 | 103.3432 |
|---|
| 154 | 103.2686 |
|---|
| 155 | 103.2591 |
|---|
| 156 | 103.1972 |
|---|
| 157 | 103.3982 |
|---|
| 158 | 103.2745 |
|---|
| 159 | 103.1291 |
|---|
| 160 | 102.9202 |
|---|
| 161 | 102.8468 |
|---|
| 162 | 102.8786 |
|---|
| 163 | 102.682 |
|---|
| 164 | 102.518 |
|---|
| 165 | 102.6394 |
|---|
| 166 | 102.7225 |
|---|
| 167 | 102.7315 |
|---|
| 168 | 102.8057 |
|---|
| 169 | 97.298 |
|---|
| 170 | 97.2679 |
|---|
| 171 | 97.1665 |
|---|
| 172 | 97.2788 |
|---|
| 173 | 97.1984 |
|---|
| 174 | 97.1412 |
|---|
| 175 | 97.3301 |
|---|
| 176 | 97.4022 |
|---|
| 177 | 97.4984 |
|---|
| 178 | 97.6464 |
|---|
| 179 | 97.5766 |
|---|
| 180 | 97.6287 |
|---|
| 181 | 97.6118 |
|---|
| 182 | 97.7355 |
|---|
| 183 | 98.0102 |
|---|
| 184 | 98.0375 |
|---|
| 185 | 97.9825 |
|---|
| 186 | 98.0789 |
|---|
| 187 | 97.9734 |
|---|
| 188 | 98.0942 |
|---|
| 189 | 97.9882 |
|---|
| 190 | 98.0503 |
|---|
| 191 | 98.1425 |
|---|
| 192 | 97.9944 |
|---|
| 193 | 97.8314 |
|---|
| 194 | 97.8869 |
|---|
| 195 | 97.8103 |
|---|
| 196 | 97.9391 |
|---|
| 197 | 98.0143 |
|---|
| 198 | 97.9547 |
|---|
| 199 | 98.3694 |
|---|
| 200 | 98.1852 |
|---|
| 201 | 98.2573 |
|---|
| 202 | 98.1409 |
|---|
| 203 | 98.1254 |
|---|
| 204 | 98.2499 |
|---|
| 205 | 98.2987 |
|---|
| 206 | 98.2575 |
|---|
| 207 | 98.3308 |
|---|
| 208 | 98.4759 |
|---|
| 209 | 98.53 |
|---|
| 210 | 98.5628 |
|---|
| 211 | 98.6653 |
|---|
| 212 | 98.6212 |
|---|
| 213 | 98.3904 |
|---|
| 214 | 98.4901 |
|---|
| 215 | 98.4736 |
|---|
| 216 | 98.599 |
|---|
| 217 | 98.5466 |
|---|
| 218 | 98.4164 |
|---|
| 219 | 98.5422 |
|---|
| 220 | 98.6615 |
|---|
| 221 | 98.7871 |
|---|
| 222 | 98.9175 |
|---|
| 223 | 99.0623 |
|---|
| 224 | 99.2624 |
|---|
| 225 | 99.044 |
|---|
| 226 | 99.1243 |
|---|
| 227 | 99.0615 |
|---|
| 228 | 99.1456 |
|---|
| 229 | 99.0948 |
|---|
| 230 | 99.0706 |
|---|
| 231 | 98.9211 |
|---|
| 232 | 98.9548 |
|---|
| 233 | 98.9843 |
|---|
| 234 | 98.9867 |
|---|
| 235 | 99.0087 |
|---|
| 236 | 99.014 |
|---|
| 237 | 99.1326 |
|---|
| 238 | 99.0428 |
|---|
| 239 | 98.9791 |
|---|
| 240 | 99.1609 |
|---|
| 241 | 99.0044 |
|---|
| 242 | 98.9448 |
|---|
| 243 | 99.0815 |
|---|
| 244 | 99.2345 |
|---|
| 245 | 99.267 |
|---|
| 246 | 99.272 |
|---|
| 247 | 99.2453 |
|---|
| 248 | 98.9037 |
|---|
| 249 | 99.1665 |
|---|
| 250 | 99.1323 |
|---|
| 251 | 99.303 |
|---|
| 252 | 99.4901 |
|---|
| 253 | 99.5619 |
|---|
| 254 | 99.5362 |
|---|
| 255 | 99.6059 |
|---|
| 256 | 99.4868 |
|---|
| 257 | 99.7477 |
|---|
| 258 | 99.5878 |
|---|
| 259 | 99.4823 |
|---|
| 260 | 99.4898 |
|---|
| 261 | 99.6898 |
|---|
| 262 | 99.6752 |
|---|
| 263 | 99.6977 |
|---|
| 264 | 99.6219 |
|---|
| 265 | 99.4607 |
|---|
| 266 | 99.4562 |
|---|
| 267 | 99.4608 |
|---|
| 268 | 99.5229 |
|---|
| 269 | 99.465 |
|---|
| 270 | 99.5673 |
|---|
| 271 | 99.6738 |
|---|
| 272 | 99.7228 |
|---|
| 273 | 99.6931 |
|---|
| 274 | 99.7435 |
|---|
| 275 | 99.7971 |
|---|
| 276 | 99.916 |
|---|
| 277 | 100.1794 |
|---|
| 278 | 100.3827 |
|---|
| 279 | 100.5377 |
|---|
| 280 | 100.5025 |
|---|
| 281 | 100.6663 |
|---|
| 282 | 100.6063 |
|---|
| 283 | 100.4522 |
|---|
| 284 | 100.3008 |
|---|
| 285 | 100.2939 |
|---|
| 286 | 100.4772 |
|---|
| 287 | 100.2822 |
|---|
| 288 | 100.3253 |
|---|
| 289 | 100.3387 |
|---|
| 290 | 100.0616 |
|---|
| 291 | 100.1034 |
|---|
| 292 | 100.2577 |
|---|
| 293 | 100.2444 |
|---|
| 294 | 100.2598 |
|---|
| 295 | 100.1883 |
|---|
| 296 | 100.3104 |
|---|
| 297 | 100.3598 |
|---|
| 298 | 100.4837 |
|---|
| 299 | 100.4557 |
|---|
| 300 | 100.5449 |
|---|
| 301 | 100.5047 |
|---|
| 302 | 100.6428 |
|---|
| 303 | 100.6827 |
|---|
| 304 | 100.8202 |
|---|
| 305 | 100.7205 |
|---|
| 306 | 100.8351 |
|---|
| 307 | 100.965 |
|---|
| 308 | 100.7799 |
|---|
| 309 | 100.8319 |
|---|
| 310 | 100.8207 |
|---|
| 311 | 101.3398 |
|---|
| 312 | 101.1514 |
|---|
| 313 | 101.1898 |
|---|
| 314 | 101.279 |
|---|
| 315 | 100.9912 |
|---|
| 316 | 101.3241 |
|---|
| 317 | 100.9637 |
|---|
| 318 | 100.8084 |
|---|
| 319 | 100.9381 |
|---|
| 320 | 100.8256 |
|---|
| 321 | 100.7229 |
|---|
| 322 | 100.7143 |
|---|
| 323 | 100.8397 |
|---|
| 324 | 100.7034 |
|---|
| 325 | 100.7959 |
|---|
| 326 | 101.0475 |
|---|
| 327 | 101.065 |
|---|
| 328 | 101.2018 |
|---|
| 329 | 101.2262 |
|---|
| 330 | 101.2629 |
|---|
| 331 | 101.2649 |
|---|
| 332 | 101.1041 |
|---|
| 333 | 101.1868 |
|---|
| 334 | 101.2715 |
|---|
| 335 | 101.1038 |
|---|
| 336 | 101.1205 |
|---|
| 337 | 101.0923 |
|---|
| 338 | 101.2346 |
|---|
| 339 | 101.0354 |
|---|
| 340 | 101.1595 |
|---|
| 341 | 101.0652 |
|---|
| 342 | 101.2885 |
|---|
| 343 | 101.2244 |
|---|
| 344 | 101.1532 |
|---|
| 345 | 101.0473 |
|---|
| 346 | 100.9654 |
|---|
| 347 | 100.7116 |
|---|
| 348 | 100.6488 |
|---|
| 349 | 100.4017 |
|---|
| 350 | 100.3967 |
|---|
| 351 | 100.3799 |
|---|
| 352 | 100.4419 |
|---|
| 353 | 100.4695 |
|---|
| 354 | 100.5076 |
|---|
| 355 | 100.6654 |
|---|
| 356 | 100.7488 |
|---|
| 357 | 100.8712 |
|---|
| 358 | 100.9043 |
|---|
| 359 | 100.9811 |
|---|
| 360 | 101.0326 |
|---|
| 361 | 100.9705 |
|---|
| 362 | 100.928 |
|---|
| 363 | 100.8947 |
|---|
| 364 | 100.8356 |
|---|
| 365 | 100.803 |
|---|
| 366 | 100.583 |
|---|
| +12.24% |
| 2.71 |
| 4 |
| 11.07 → 08.09 | Long | 100.0% | +12.04% | 2.62 | 4 |