United States
Over 2022 to 2025 (4 years of data), POOLUSUSD has tended to move short between 10.10 and 04.11, closing higher in 100.0% of those years for an average +5.81% move and an annualized Sharpe of 5.11.
Best window
10.10 - 04.11
Direction
Short
Win rate
100.0%
Avg return
+5.81%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.11 | Short | 100.0% | +5.81% | 5.11 | 4 |
| 10.10 → 02.11 | Short | 100.0% | +5.76% | 5.74 | 4 |
| 10.10 → 03.11 | Short | 100.0% |
| +5.28% |
| 4.47 |
| 4 |
| 10.10 → 01.11 | Short | 100.0% | +5.24% | 4.71 | 4 |
| 10.10 → 31.10 | Short | 100.0% | +5.05% | 6.05 | 4 |
| 05.10 → 23.10 | Short | 100.0% | +4.44% | 9.77 | 4 |
| 05.10 → 22.10 | Short | 100.0% | +4.43% | 10.02 | 4 |
| 10.10 → 20.10 | Short | 100.0% | +4.24% | 8.26 | 4 |