United States
Over 2022 to 2025 (4 years of data), RSUSUSD has tended to move long between 07.10 and 01.12, closing higher in 100.0% of those years for an average +11.09% move and an annualized Sharpe of 3.94.
Best window
07.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+11.09%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 01.12 | Long | 100.0% | +11.09% | 3.94 | 4 |
| 07.10 → 03.12 | Long | 100.0% | +11.00% | 4.62 | 4 |
| 06.10 → 03.12 | Long | 100.0% |
| +10.99% |
| 4.30 |
| 4 |
| 05.10 → 03.12 | Long | 100.0% | +10.51% | 4.53 | 4 |
| 07.10 → 30.11 | Long | 100.0% | +10.38% | 3.70 | 4 |
| 07.10 → 04.12 | Long | 100.0% | +10.35% | 4.88 | 4 |
| 06.10 → 04.12 | Long | 100.0% | +10.34% | 4.47 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +10.28% | 4.02 | 4 |