United States
Over 2022 to 2025 (4 years of data), MANHUSUSD has tended to move short between 10.10 and 02.11, closing higher in 100.0% of those years for an average +7.55% move and an annualized Sharpe of 11.10.
Best window
10.10 - 02.11
Direction
Short
Win rate
100.0%
Avg return
+7.55%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.11 | Short | 100.0% | +7.55% | 11.10 | 4 |
| 10.10 → 30.10 | Short | 100.0% | +7.45% | 7.79 | 4 |
| 12.10 → 02.11 | Short | 100.0% |
| +7.30% |
| 11.67 |
| 4 |
| 07.10 → 30.10 | Short | 100.0% | +7.22% | 13.41 | 4 |
| 12.10 → 30.10 | Short | 100.0% | +7.19% | 7.96 | 4 |
| 07.10 → 02.11 | Short | 100.0% | +7.18% | 5.56 | 4 |
| 10.10 → 01.11 | Short | 100.0% | +7.18% | 10.15 | 4 |
| 10.10 → 09.11 | Short | 100.0% | +7.16% | 4.47 | 4 |