United States
Over 2022 to 2025 (4 years of data), ONUSUSD has tended to move short between 07.10 and 31.10, closing higher in 100.0% of those years for an average +10.08% move and an annualized Sharpe of 3.23.
Best window
07.10 - 31.10
Direction
Short
Win rate
100.0%
Avg return
+10.08%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 31.10 | Short | 100.0% | +10.08% | 3.23 | 4 |
| 07.10 → 02.11 | Short | 100.0% | +9.66% | 3.56 | 4 |
| 07.10 → 04.11 | Short | 100.0% |
| +9.63% |
| 3.59 |
| 4 |
| 07.10 → 09.11 | Short | 100.0% | +9.62% | 2.95 | 4 |
| 07.10 → 03.11 | Short | 100.0% | +9.58% | 3.67 | 4 |
| 09.10 → 02.11 | Short | 100.0% | +8.53% | 3.30 | 4 |
| 09.10 → 03.11 | Short | 100.0% | +8.46% | 3.48 | 4 |
| 09.10 → 04.11 | Short | 100.0% | +8.41% | 3.05 | 4 |