United States
Over 2017 to 2025 (9 years of data), SNAPUSUSD has tended to move long between 11.10 and 01.11, closing higher in 87.5% of those years for an average +9.34% move and an annualized Sharpe of 1.90.
Best window
11.10 - 01.11
Direction
Long
Win rate
87.5%
Avg return
+9.34%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.11 | Long | 87.5% | +9.34% | 1.90 | 8 |
| 11.10 → 15.10 | Long | 87.5% | +5.11% | 11.17 | 8 |
| 11.10 → 06.11 | Long | 77.8% |
| +9.80% |
| 1.53 |
| 9 |
| 11.10 → 07.11 | Long | 77.8% | +9.50% | 1.73 | 9 |
| 11.10 → 08.11 | Long | 77.8% | +8.41% | 1.43 | 9 |
| 11.10 → 12.11 | Long | 77.8% | +7.98% | 1.26 | 9 |
| 11.10 → 11.11 | Long | 77.8% | +7.74% | 1.32 | 9 |
| 11.10 → 03.11 | Long | 77.8% | +7.64% | 1.45 | 9 |