United States
Over 2022 to 2025 (4 years of data), QRVOUSUSD has tended to move short between 20.09 and 09.11, closing higher in 100.0% of those years for an average +11.60% move and an annualized Sharpe of 2.56.
Best window
20.09 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+11.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 09.11 | Short | 100.0% | +11.60% | 2.56 | 4 |
| 17.09 → 20.09 | Long | 100.0% | +3.64% | 9.00 | 4 |
| 21.09 → 10.10 | Short | 100.0% |
| +3.28% |
| 4.15 |
| 4 |
| 15.09 → 10.10 | Short | 100.0% | +2.90% | 13.80 | 4 |
| 19.09 → 10.10 | Short | 100.0% | +2.86% | 4.41 | 4 |
| 16.09 → 10.10 | Short | 100.0% | +2.46% | 14.81 | 4 |
| 19.09 → 11.10 | Short | 100.0% | +2.41% | 4.76 | 4 |
| 20.09 → 07.10 | Short | 100.0% | +2.18% | 7.09 | 4 |