United States
Over 2018 to 2025 (8 years of data), IPGUSUSD has tended to move long between 05.10 and 19.10, closing higher in 100.0% of those years for an average +3.12% move and an annualized Sharpe of 5.96.
Best window
05.10 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+3.12%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 19.10 | Long | 100.0% | +3.12% | 5.96 | 8 |
| 06.10 → 19.10 | Long | 100.0% | +2.74% | 6.13 | 8 |
| 11.10 → 21.10 | Long | 87.5% |
| +3.30% |
| 4.64 |
| 8 |
| 06.10 → 21.10 | Long | 87.5% | +2.80% | 5.76 | 8 |
| 05.10 → 20.10 | Long | 87.5% | +2.60% | 4.52 | 8 |
| 11.10 → 16.10 | Long | 87.5% | +2.59% | 8.28 | 8 |
| 11.10 → 17.10 | Long | 87.5% | +2.53% | 6.26 | 8 |
| 10.10 → 21.10 | Long | 87.5% | +2.49% | 4.23 | 8 |