United States
Over 2020 to 2025 (6 years of data), SNOWUSUSD has tended to move long between 05.10 and 03.12, closing higher in 83.3% of those years for an average +21.93% move and an annualized Sharpe of 2.12.
Best window
05.10 - 03.12
Direction
Long
Win rate
83.3%
Avg return
+21.93%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 03.12 | Long | 83.3% | +21.93% | 2.12 | 6 |
| 06.10 → 03.12 | Long | 83.3% | +20.88% | 2.06 | 6 |
| 08.10 → 04.12 | Long | 83.3% |
| +20.83% |
| 1.72 |
| 6 |
| 05.10 → 29.11 | Long | 83.3% | +19.84% | 2.03 | 6 |
| 05.10 → 30.11 | Long | 83.3% | +19.80% | 2.15 | 6 |
| 05.10 → 28.11 | Long | 83.3% | +19.60% | 2.09 | 6 |
| 05.10 → 27.11 | Long | 83.3% | +19.48% | 2.07 | 6 |
| 05.10 → 02.12 | Long | 83.3% | +19.17% | 2.39 | 6 |