United States
Over 2018 to 2025 (8 years of data), ROSTUSUSD has tended to move long between 08.10 and 10.11, closing higher in 100.0% of those years for an average +8.23% move and an annualized Sharpe of 7.88.
Best window
08.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+8.23%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 10.11 | Long | 100.0% | +8.23% | 7.88 | 8 |
| 11.10 → 10.11 | Long | 100.0% | +7.85% | 6.08 | 8 |
| 08.10 → 07.11 | Long | 100.0% |
| +7.58% |
| 8.94 |
| 8 |
| 08.10 → 08.11 | Long | 100.0% | +7.50% | 8.92 | 8 |
| 09.10 → 10.11 | Long | 100.0% | +7.46% | 6.76 | 8 |
| 10.10 → 10.11 | Long | 100.0% | +7.41% | 6.90 | 8 |
| 08.10 → 14.11 | Long | 100.0% | +7.38% | 6.00 | 8 |
| 08.10 → 15.11 | Long | 100.0% | +7.32% | 4.93 | 8 |