United States
Over 2022 to 2025 (4 years of data), IEXUSUSD has tended to move long between 13.10 and 11.12, closing higher in 100.0% of those years for an average +11.55% move and an annualized Sharpe of 3.76.
Best window
13.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+11.55%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 11.12 | Long | 100.0% | +11.55% | 3.76 | 4 |
| 13.10 → 02.12 | Long | 100.0% | +10.80% | 3.40 | 4 |
| 13.10 → 10.12 | Long | 100.0% |
| +10.69% |
| 3.48 |
| 4 |
| 13.10 → 12.12 | Long | 100.0% | +10.67% | 3.34 | 4 |
| 13.10 → 03.12 | Long | 100.0% | +10.29% | 3.65 | 4 |
| 13.10 → 04.12 | Long | 100.0% | +10.21% | 3.55 | 4 |
| 12.10 → 11.12 | Long | 100.0% | +9.98% | 3.92 | 4 |
| 13.10 → 07.12 | Long | 100.0% | +9.89% | 3.63 | 4 |