United States
Over 2022 to 2025 (4 years of data), MKTXUSUSD has tended to move long between 05.10 and 16.10, closing higher in 100.0% of those years for an average +6.89% move and an annualized Sharpe of 6.86.
Best window
05.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+6.89%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 16.10 | Long | 100.0% | +6.89% | 6.86 | 4 |
| 05.10 → 21.10 | Long | 100.0% | +6.68% | 7.80 | 4 |
| 05.10 → 22.10 | Long | 100.0% |
| +6.62% |
| 7.14 |
| 4 |
| 05.10 → 17.10 | Long | 100.0% | +6.55% | 6.46 | 4 |
| 05.10 → 24.10 | Long | 100.0% | +6.52% | 6.15 | 4 |
| 05.10 → 15.10 | Long | 100.0% | +6.51% | 6.78 | 4 |
| 05.10 → 23.10 | Long | 100.0% | +6.46% | 6.66 | 4 |
| 05.10 → 18.10 | Long | 100.0% | +6.29% | 7.05 | 4 |