United States
Over 2022 to 2025 (4 years of data), SEDGUSUSD has tended to move short between 05.10 and 04.11, closing higher in 100.0% of those years for an average +17.73% move and an annualized Sharpe of 4.20.
Best window
05.10 - 04.11
Direction
Short
Win rate
100.0%
Avg return
+17.73%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 04.11 | Short | 100.0% | +17.73% | 4.20 | 4 |
| 05.10 → 02.11 | Short | 100.0% | +17.00% | 4.20 | 4 |
| 05.10 → 01.11 | Short | 100.0% |
| +16.42% |
| 4.38 |
| 4 |
| 06.10 → 04.11 | Short | 100.0% | +16.03% | 4.20 | 4 |
| 05.10 → 30.10 | Short | 100.0% | +15.96% | 4.08 | 4 |
| 05.10 → 03.11 | Short | 100.0% | +15.68% | 3.93 | 4 |
| 06.10 → 02.11 | Short | 100.0% | +15.29% | 4.22 | 4 |
| 05.10 → 31.10 | Short | 100.0% | +15.17% | 3.80 | 4 |