United States
Over 2022 to 2025 (4 years of data), REGUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +12.35% move and an annualized Sharpe of 3.46.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+12.35%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +12.35% | 3.46 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +12.21% | 3.23 | 4 |
| 10.10 → 27.11 | Long | 100.0% |
| +12.02% |
| 4.70 |
| 3 |
| 11.10 → 29.11 | Long | 100.0% | +11.73% | 3.26 | 4 |
| 11.10 → 22.11 | Long | 100.0% | +11.55% | 3.30 | 4 |
| 10.10 → 26.11 | Long | 100.0% | +11.54% | 4.37 | 3 |
| 11.10 → 25.11 | Long | 100.0% | +11.53% | 3.24 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +11.44% | 3.78 | 4 |