United States
Over 2022 to 2025 (4 years of data), SNPSUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +10.16% move and an annualized Sharpe of 8.44.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+10.16%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +10.16% | 8.44 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +9.58% | 3.96 | 4 |
| 11.10 → 03.12 | Long | 100.0% |
| +9.44% |
| 8.15 |
| 4 |
| 10.10 → 27.10 | Short | 100.0% | +4.65% | 30.19 | 4 |
| 10.10 → 26.10 | Short | 100.0% | +4.52% | 17.21 | 4 |
| 10.10 → 28.10 | Short | 100.0% | +4.37% | 13.41 | 4 |
| 10.10 → 20.10 | Short | 100.0% | +4.26% | 20.01 | 4 |
| 10.10 → 25.10 | Short | 100.0% | +4.02% | 16.00 | 4 |