United States
Over 2020 to 2025 (6 years of data), ROKUUSUSD has tended to move short between 07.10 and 24.10, closing higher in 100.0% of those years for an average +7.44% move and an annualized Sharpe of 6.58.
Best window
07.10 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+7.44%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 24.10 | Short | 100.0% | +7.44% | 6.58 | 5 |
| 07.10 → 23.10 | Short | 100.0% | +7.19% | 6.57 | 5 |
| 09.10 → 27.10 | Short | 100.0% |
| +5.99% |
| 3.68 |
| 5 |
| 08.10 → 24.10 | Short | 100.0% | +5.88% | 6.25 | 5 |
| 07.10 → 25.10 | Short | 100.0% | +5.71% | 4.10 | 5 |
| 08.10 → 23.10 | Short | 100.0% | +5.62% | 5.96 | 5 |
| 09.10 → 12.10 | Short | 100.0% | +3.16% | 17.06 | 5 |
| 11.10 → 05.12 | Long | 83.3% | +7.57% | 0.85 | 6 |