United States
Over 2022 to 2025 (4 years of data), INCYUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +12.30% move and an annualized Sharpe of 3.77.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+12.30%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +12.30% | 3.77 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +11.98% | 3.74 | 4 |
| 12.10 → 09.12 | Long | 100.0% |
| +11.87% |
| 3.72 |
| 4 |
| 10.10 → 09.12 | Long | 100.0% | +11.42% | 3.94 | 4 |
| 12.10 → 15.10 | Long | 100.0% | +3.34% | 18.97 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +3.07% | 14.45 | 4 |
| 12.10 → 16.10 | Long | 100.0% | +3.03% | 16.65 | 4 |
| 12.10 → 17.10 | Long | 100.0% | +2.98% | 13.46 | 4 |