United States
Over 2017 to 2025 (9 years of data), METUSUSD has tended to move long between 06.10 and 14.10, closing higher in 87.5% of those years for an average +1.26% move and an annualized Sharpe of 2.51.
Best window
06.10 - 14.10
Direction
Long
Win rate
87.5%
Avg return
+1.26%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 14.10 | Long | 87.5% | +1.26% | 2.51 | 8 |
| 07.10 → 14.10 | Long | 87.5% | +1.04% | 2.47 | 8 |
| 10.10 → 04.11 | Short | 77.8% |
| -0.31% |
| -0.17 |
| 9 |
| 11.10 → 04.11 | Short | 77.8% | -0.73% | -0.43 | 9 |
| 10.10 → 27.10 | Short | 75.0% | +1.68% | 1.00 | 8 |
| 10.10 → 29.10 | Short | 75.0% | +1.66% | 0.86 | 8 |
| 12.10 → 15.10 | Long | 75.0% | +1.50% | 9.54 | 8 |
| 06.10 → 15.10 | Long | 75.0% | +1.43% | 2.60 | 8 |