United States
Over 2017 to 2025 (9 years of data), LOWUSUSD has tended to move long between 07.10 and 02.12, closing higher in 77.8% of those years for an average +4.28% move and an annualized Sharpe of 1.04.
Best window
07.10 - 02.12
Direction
Long
Win rate
77.8%
Avg return
+4.28%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 02.12 | Long | 77.8% | +4.28% | 1.04 | 9 |
| 08.10 → 02.12 | Long | 77.8% | +4.28% | 1.02 | 9 |
| 07.10 → 03.12 | Long | 77.8% |
| +3.83% |
| 0.96 |
| 9 |
| 08.10 → 03.12 | Long | 77.8% | +3.83% | 0.94 | 9 |
| 06.10 → 03.12 | Long | 77.8% | +3.69% | 0.88 | 9 |
| 05.10 → 03.12 | Long | 77.8% | +3.67% | 0.88 | 9 |
| 07.10 → 01.12 | Long | 77.8% | +3.53% | 0.97 | 9 |
| 08.10 → 01.12 | Long | 77.8% | +3.53% | 0.94 | 9 |