United States
Over 2022 to 2025 (4 years of data), QRVOUSUSD has tended to move short between 06.10 and 09.11, closing higher in 100.0% of those years for an average +11.47% move and an annualized Sharpe of 3.21.
Best window
06.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+11.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 100.0% | +11.47% | 3.21 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +4.91% | 9.99 | 4 |
| 08.10 → 18.10 | Long | 100.0% |
| +2.90% |
| 11.57 |
| 4 |
| 10.10 → 18.10 | Long | 100.0% | +2.90% | 15.96 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.71% | 19.12 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +2.71% | 21.29 | 4 |
| 09.10 → 18.10 | Long | 100.0% | +2.55% | 10.42 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.40% | 16.59 | 4 |