Asia
Over 2017 to 2025 (9 years of data), INDIDXUSD has tended to move long between 07.10 and 15.11, closing higher in 100.0% of those years for an average +6.13% move and an annualized Sharpe of 6.91.
Best window
07.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+6.13%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 15.11 | Long | 100.0% | +6.13% | 6.91 | 5 |
| 05.10 → 15.11 | Long | 100.0% | +6.11% | 4.85 | 5 |
| 08.10 → 15.11 | Long | 100.0% |
| +6.11% |
| 7.13 |
| 5 |
| 06.10 → 15.11 | Long | 100.0% | +6.01% | 5.58 | 5 |
| 07.10 → 07.11 | Long | 100.0% | +5.96% | 8.71 | 5 |
| 07.10 → 16.11 | Long | 100.0% | +5.96% | 6.18 | 5 |
| 05.10 → 07.11 | Long | 100.0% | +5.94% | 5.80 | 5 |
| 05.10 → 16.11 | Long | 100.0% | +5.94% | 4.62 | 5 |