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 |
| 05.10 → 13.10 | Long | 100.0% | +1.23% | 7.14 | 4 |
| 11.10 → 08.12 | Long | 75.0% |
| +16.35% |
| 2.91 |
| 4 |
| 11.10 → 02.12 | Long | 75.0% | +15.94% | 2.56 | 4 |
| 05.10 → 02.12 | Long | 75.0% | +15.82% | 2.55 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +15.67% | 2.75 | 4 |
| 09.10 → 08.12 | Long | 75.0% | +15.62% | 2.97 | 4 |
| 11.10 → 09.12 | Long | 75.0% | +15.60% | 2.91 | 4 |