United States
Over 2017 to 2025 (9 years of data), ICEUSUSD has tended to move long between 07.10 and 04.12, closing higher in 88.9% of those years for an average +5.06% move and an annualized Sharpe of 2.35.
Best window
07.10 - 04.12
Direction
Long
Win rate
88.9%
Avg return
+5.06%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 04.12 | Long | 88.9% | +5.06% | 2.35 | 9 |
| 08.10 → 29.11 | Long | 88.9% | +4.41% | 2.21 | 9 |
| 08.10 → 28.11 | Long | 88.9% |
| +4.36% |
| 2.23 |
| 9 |
| 08.10 → 27.11 | Long | 88.9% | +4.02% | 2.05 | 9 |
| 08.10 → 26.11 | Long | 88.9% | +3.64% | 1.92 | 9 |
| 07.10 → 13.10 | Long | 87.5% | +0.58% | 2.08 | 8 |
| 06.10 → 02.12 | Long | 77.8% | +5.47% | 2.09 | 9 |
| 06.10 → 01.12 | Long | 77.8% | +5.43% | 2.17 | 9 |