United States
Over 2022 to 2025 (4 years of data), SPGIUSUSD has tended to move long between 08.10 and 01.12, closing higher in 100.0% of those years for an average +10.45% move and an annualized Sharpe of 3.61.
Best window
08.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+10.45%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 01.12 | Long | 100.0% | +10.45% | 3.61 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +10.18% | 3.44 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +9.97% |
| 2.97 |
| 4 |
| 09.10 → 01.12 | Long | 100.0% | +9.96% | 3.25 | 4 |
| 07.10 → 01.12 | Long | 100.0% | +9.87% | 3.74 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +9.69% | 3.10 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +9.69% | 2.89 | 4 |
| 07.10 → 02.12 | Long | 100.0% | +9.60% | 3.52 | 4 |