United States
Over 2022 to 2025 (4 years of data), MIDDUSUSD has tended to move short between 19.09 and 09.11, closing higher in 100.0% of those years for an average +6.19% move and an annualized Sharpe of 3.56.
Best window
19.09 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+6.19%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 09.11 | Short | 100.0% | +6.19% | 3.56 | 4 |
| 20.09 → 09.11 | Short | 100.0% | +6.15% | 4.18 | 4 |
| 19.09 → 20.10 | Short | 100.0% |
| +5.09% |
| 3.17 |
| 4 |
| 20.09 → 20.10 | Short | 100.0% | +5.05% | 3.53 | 4 |
| 21.09 → 09.11 | Short | 100.0% | +4.91% | 4.17 | 4 |
| 16.09 → 19.09 | Long | 100.0% | +4.06% | 11.20 | 4 |
| 21.09 → 20.10 | Short | 100.0% | +3.84% | 3.89 | 4 |
| 19.09 → 14.10 | Short | 100.0% | +3.57% | 4.02 | 4 |