United States
Over 2022 to 2025 (4 years of data), SEICUSUSD has tended to move long between 13.10 and 12.12, closing higher in 100.0% of those years for an average +16.00% move and an annualized Sharpe of 3.36.
Best window
13.10 - 12.12
Direction
Long
Win rate
100.0%
Avg return
+16.00%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 12.12 | Long | 100.0% | +16.00% | 3.36 | 4 |
| 13.10 → 11.12 | Long | 100.0% | +15.84% | 3.46 | 4 |
| 13.10 → 10.12 | Long | 100.0% |
| +15.56% |
| 3.44 |
| 4 |
| 12.10 → 11.12 | Long | 100.0% | +14.56% | 3.30 | 4 |
| 13.10 → 09.12 | Long | 100.0% | +14.51% | 3.20 | 4 |
| 13.10 → 04.12 | Long | 100.0% | +14.30% | 3.05 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +14.28% | 3.29 | 4 |
| 13.10 → 03.12 | Long | 100.0% | +13.80% | 2.98 | 4 |