United States
Over 2022 to 2025 (4 years of data), NYTUSUSD has tended to move long between 08.10 and 07.12, closing higher in 100.0% of those years for an average +14.27% move and an annualized Sharpe of 6.08.
Best window
08.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+14.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 100.0% | +14.27% | 6.08 | 4 |
| 09.10 → 07.12 | Long | 100.0% | +14.06% | 5.81 | 4 |
| 08.10 → 06.12 | Long | 100.0% |
| +13.92% |
| 5.62 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +13.75% | 5.26 | 4 |
| 09.10 → 06.12 | Long | 100.0% | +13.71% | 5.39 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +13.55% | 4.77 | 4 |
| 08.10 → 05.12 | Long | 100.0% | +13.53% | 4.56 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +13.45% | 3.76 | 4 |