United States
Over 2017 to 2025 (9 years of data), SOUSUSD has tended to move long between 09.10 and 22.10, closing higher in 100.0% of those years for an average +1.93% move and an annualized Sharpe of 7.63.
Best window
09.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+1.93%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 22.10 | Long | 100.0% | +1.93% | 7.63 | 8 |
| 10.10 → 23.10 | Long | 100.0% | +1.82% | 4.98 | 8 |
| 10.10 → 22.10 | Long | 100.0% |
| +1.77% |
| 6.69 |
| 8 |
| 09.10 → 21.10 | Long | 100.0% | +1.71% | 6.92 | 8 |
| 10.10 → 21.10 | Long | 100.0% | +1.55% | 6.08 | 8 |
| 11.10 → 02.11 | Long | 88.9% | +0.69% | 1.10 | 9 |
| 08.10 → 24.10 | Long | 87.5% | +2.46% | 4.78 | 8 |
| 06.10 → 24.10 | Long | 87.5% | +2.38% | 2.91 | 8 |