United States
Over 2017 to 2025 (9 years of data), INTCUSUSD has tended to move long between 07.10 and 17.10, closing higher in 88.9% of those years for an average +1.20% move and an annualized Sharpe of 3.83.
Best window
07.10 - 17.10
Direction
Long
Win rate
88.9%
Avg return
+1.20%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 17.10 | Long | 88.9% | +1.20% | 3.83 | 9 |
| 07.10 → 15.10 | Long | 88.9% | +1.19% | 3.14 | 9 |
| 07.10 → 02.12 | Long | 77.8% |
| +8.72% |
| 2.47 |
| 9 |
| 08.10 → 02.12 | Long | 77.8% | +8.62% | 2.42 | 9 |
| 11.10 → 02.12 | Long | 77.8% | +8.54% | 2.39 | 9 |
| 06.10 → 02.12 | Long | 77.8% | +8.22% | 2.52 | 9 |
| 07.10 → 30.11 | Long | 77.8% | +8.18% | 2.08 | 9 |
| 08.10 → 30.11 | Long | 77.8% | +8.11% | 1.99 | 9 |