United States
Over 2022 to 2025 (4 years of data), IPGPUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +10.07% move and an annualized Sharpe of 4.65.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+10.07%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +10.07% | 4.65 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +9.98% | 6.67 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +8.33% |
| 4.39 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +7.59% | 4.98 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +7.51% | 4.42 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +6.70% | 5.45 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +5.97% | 4.27 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +5.48% | 4.04 | 4 |