United States
Over 2022 to 2025 (4 years of data), ITUSUSD has tended to move long between 08.10 and 01.12, closing higher in 75.0% of those years for an average +10.92% move and an annualized Sharpe of 2.12.
Best window
08.10 - 01.12
Direction
Long
Win rate
75.0%
Avg return
+10.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 01.12 | Long | 75.0% | +10.92% | 2.12 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +10.92% | 2.15 | 4 |
| 11.10 → 04.12 | Long | 75.0% |
| +10.86% |
| 2.27 |
| 4 |
| 09.10 → 04.12 | Long | 75.0% | +10.62% | 2.14 | 4 |
| 05.10 → 01.12 | Long | 75.0% | +10.61% | 1.72 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +10.61% | 2.11 | 4 |
| 10.10 → 01.12 | Long | 75.0% | +10.38% | 2.06 | 4 |
| 09.10 → 08.12 | Long | 75.0% | +10.30% | 1.77 | 4 |