United States
Over 2018 to 2025 (8 years of data), INTUUSUSD has tended to move long between 11.10 and 10.12, closing higher in 87.5% of those years for an average +6.28% move and an annualized Sharpe of 1.67.
Best window
11.10 - 10.12
Direction
Long
Win rate
87.5%
Avg return
+6.28%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 87.5% | +6.28% | 1.67 | 8 |
| 11.10 → 08.12 | Long | 87.5% | +6.06% | 1.73 | 8 |
| 11.10 → 09.12 | Long | 87.5% |
| +5.71% |
| 1.68 |
| 8 |
| 11.10 → 15.11 | Long | 87.5% | +5.67% | 3.07 | 8 |
| 11.10 → 14.11 | Long | 87.5% | +5.55% | 2.90 | 8 |
| 11.10 → 16.11 | Long | 87.5% | +5.45% | 2.52 | 8 |
| 11.10 → 05.12 | Long | 87.5% | +5.43% | 1.90 | 8 |
| 09.10 → 14.11 | Long | 87.5% | +5.32% | 2.36 | 8 |