United States
Over 2022 to 2025 (4 years of data), IDXXUSUSD has tended to move long between 08.10 and 11.10, closing higher in 100.0% of those years for an average +1.43% move and an annualized Sharpe of 20.75.
Best window
08.10 - 11.10
Direction
Long
Win rate
100.0%
Avg return
+1.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.10 | Long | 100.0% | +1.43% | 20.75 | 4 |
| 12.10 → 08.12 | Long | 75.0% | +16.68% | 3.39 | 4 |
| 11.10 → 08.12 | Long | 75.0% |
| +16.35% |
| 2.91 |
| 4 |
| 12.10 → 02.12 | Long | 75.0% | +16.23% | 2.93 | 4 |
| 12.10 → 10.12 | Long | 75.0% | +16.00% | 3.20 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +15.94% | 2.56 | 4 |
| 12.10 → 09.12 | Long | 75.0% | +15.94% | 3.40 | 4 |
| 12.10 → 11.12 | Long | 75.0% | +15.75% | 2.95 | 4 |