United States
Over 2018 to 2025 (8 years of data), ISRGUSUSD has tended to move long between 12.10 and 02.12, closing higher in 100.0% of those years for an average +15.00% move and an annualized Sharpe of 2.65.
Best window
12.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+15.00%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 100.0% | +15.00% | 2.65 | 8 |
| 11.10 → 02.12 | Long | 100.0% | +14.77% | 2.55 | 8 |
| 09.10 → 02.12 | Long | 100.0% |
| +14.34% |
| 2.61 |
| 8 |
| 10.10 → 02.12 | Long | 100.0% | +13.83% | 2.44 | 8 |
| 11.10 → 16.11 | Long | 100.0% | +13.15% | 3.13 | 8 |
| 12.10 → 03.12 | Long | 87.5% | +14.57% | 2.57 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +14.33% | 2.47 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +14.29% | 2.44 | 8 |