United States
Over 2022 to 2025 (4 years of data), IRUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +11.43% move and an annualized Sharpe of 3.96.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+11.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +11.43% | 3.96 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +11.05% | 4.19 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +10.98% |
| 4.32 |
| 4 |
| 12.10 → 11.12 | Long | 100.0% | +10.77% | 3.94 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +10.49% | 4.36 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +10.41% | 4.64 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +10.38% | 4.64 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +10.22% | 3.93 | 4 |