United States
Over 2022 to 2025 (4 years of data), SCIUSUSD has tended to move long between 10.10 and 05.11, closing higher in 100.0% of those years for an average +10.31% move and an annualized Sharpe of 5.79.
Best window
10.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+10.31%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.11 | Long | 100.0% | +10.31% | 5.79 | 4 |
| 10.10 → 11.11 | Long | 100.0% | +10.01% | 4.59 | 4 |
| 11.10 → 05.11 | Long | 100.0% |
| +9.57% |
| 5.81 |
| 4 |
| 12.10 → 05.11 | Long | 100.0% | +9.39% | 6.26 | 4 |
| 10.10 → 04.11 | Long | 100.0% | +9.26% | 6.39 | 4 |
| 11.10 → 11.11 | Long | 100.0% | +9.26% | 4.62 | 4 |
| 12.10 → 11.11 | Long | 100.0% | +9.08% | 5.00 | 4 |
| 10.10 → 02.11 | Long | 100.0% | +8.81% | 7.40 | 4 |