United States
Over 2022 to 2025 (4 years of data), IQVUSUSD has tended to move long between 08.10 and 16.10, closing higher in 100.0% of those years for an average +2.36% move and an annualized Sharpe of 14.29.
Best window
08.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+2.36%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 16.10 | Long | 100.0% | +2.36% | 14.29 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.35% | 11.06 | 4 |
| 09.10 → 16.10 | Long | 100.0% |
| +2.11% |
| 20.09 |
| 4 |
| 09.10 → 17.10 | Long | 100.0% | +2.09% | 15.56 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +1.98% | 12.90 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +1.72% | 19.83 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +1.19% | 10.53 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +1.17% | 7.65 | 4 |