United States
Over 2022 to 2025 (4 years of data), RRXUSUSD has tended to move short between 08.10 and 05.11, closing higher in 100.0% of those years for an average +12.60% move and an annualized Sharpe of 4.45.
Best window
08.10 - 05.11
Direction
Short
Win rate
100.0%
Avg return
+12.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 05.11 | Short | 100.0% | +12.60% | 4.45 | 4 |
| 08.10 → 31.10 | Short | 100.0% | +7.78% | 4.93 | 4 |
| 07.10 → 02.11 | Short | 75.0% |
| +14.40% |
| 4.47 |
| 4 |
| 07.10 → 04.11 | Short | 75.0% | +14.28% | 4.41 | 4 |
| 06.10 → 02.11 | Short | 75.0% | +13.73% | 4.24 | 4 |
| 07.10 → 05.11 | Short | 75.0% | +13.73% | 4.48 | 4 |
| 07.10 → 03.11 | Short | 75.0% | +13.70% | 4.31 | 4 |
| 06.10 → 04.11 | Short | 75.0% | +13.61% | 4.21 | 4 |