United States
Over 2017 to 2025 (9 years of data), REGNUSUSD has tended to move long between 09.10 and 14.10, closing higher in 87.5% of those years for an average +1.40% move and an annualized Sharpe of 4.60.
Best window
09.10 - 14.10
Direction
Long
Win rate
87.5%
Avg return
+1.40%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 14.10 | Long | 87.5% | +1.40% | 4.60 | 8 |
| 05.10 → 19.10 | Short | 87.5% | +1.11% | 1.80 | 8 |
| 08.10 → 19.10 | Short | 87.5% |
| +1.03% |
| 1.90 |
| 8 |
| 06.10 → 27.10 | Short | 75.0% | +2.39% | 1.34 | 8 |
| 05.10 → 27.10 | Short | 75.0% | +2.06% | 1.18 | 8 |
| 06.10 → 26.10 | Short | 75.0% | +1.89% | 1.09 | 8 |
| 06.10 → 24.10 | Short | 75.0% | +1.82% | 1.37 | 8 |
| 07.10 → 27.10 | Short | 75.0% | +1.64% | 0.93 | 8 |