United States
Over 2017 to 2025 (9 years of data), INTCUSUSD has tended to move long between 21.09 and 04.10, closing higher in 88.9% of those years for an average +4.29% move and an annualized Sharpe of 3.04.
Best window
21.09 - 04.10
Direction
Long
Win rate
88.9%
Avg return
+4.29%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 04.10 | Long | 88.9% | +4.29% | 3.04 | 9 |
| 21.09 → 28.09 | Long | 88.9% | +3.04% | 3.83 | 9 |
| 15.09 → 10.11 | Long | 77.8% |
| +12.63% |
| 1.59 |
| 9 |
| 16.09 → 11.11 | Long | 77.8% | +12.28% | 1.72 | 9 |
| 16.09 → 10.11 | Long | 77.8% | +12.23% | 1.67 | 9 |
| 15.09 → 14.11 | Long | 77.8% | +11.84% | 1.72 | 9 |
| 16.09 → 14.11 | Long | 77.8% | +11.48% | 1.80 | 9 |
| 18.09 → 16.11 | Long | 77.8% | +11.45% | 2.06 | 9 |