United States
Over 2017 to 2025 (9 years of data), MOUSUSD has tended to move long between 06.10 and 09.10, closing higher in 87.5% of those years for an average +1.53% move and an annualized Sharpe of 18.39.
Best window
06.10 - 09.10
Direction
Long
Win rate
87.5%
Avg return
+1.53%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.10 | Long | 87.5% | +1.53% | 18.39 | 8 |
| 06.10 → 10.10 | Long | 87.5% | +1.52% | 13.30 | 8 |
| 07.10 → 10.10 | Long | 87.5% |
| +1.19% |
| 11.71 |
| 8 |
| 09.10 → 25.10 | Long | 75.0% | +1.85% | 1.82 | 8 |
| 12.10 → 15.10 | Long | 75.0% | +0.78% | 3.93 | 8 |
| 12.10 → 16.10 | Long | 75.0% | +0.41% | 1.81 | 8 |
| 10.10 → 13.10 | Short | 75.0% | -0.17% | -0.63 | 8 |
| 10.10 → 14.10 | Short | 75.0% | -0.37% | -1.30 | 8 |