United States
Over 2022 to 2025 (4 years of data), SFMUSUSD has tended to move long between 07.10 and 28.10, closing higher in 100.0% of those years for an average +6.26% move and an annualized Sharpe of 9.27.
Best window
07.10 - 28.10
Direction
Long
Win rate
100.0%
Avg return
+6.26%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 28.10 | Long | 100.0% | +6.26% | 9.27 | 4 |
| 08.10 → 28.10 | Long | 100.0% | +6.07% | 8.27 | 4 |
| 07.10 → 29.10 | Long | 100.0% |
| +5.47% |
| 7.86 |
| 4 |
| 07.10 → 27.10 | Long | 100.0% | +5.37% | 17.78 | 4 |
| 07.10 → 26.10 | Long | 100.0% | +5.33% | 20.55 | 4 |
| 08.10 → 29.10 | Long | 100.0% | +5.29% | 6.92 | 4 |
| 10.10 → 28.10 | Long | 100.0% | +5.21% | 6.14 | 4 |
| 08.10 → 27.10 | Long | 100.0% | +5.18% | 16.92 | 4 |