United States
Over 2017 to 2025 (9 years of data), SPGUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +14.41% move and an annualized Sharpe of 3.08.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+14.41%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +14.41% | 3.08 | 9 |
| 11.10 → 07.12 | Long | 100.0% | +14.17% | 3.18 | 9 |
| 11.10 → 08.12 | Long | 100.0% |
| +14.17% |
| 3.12 |
| 9 |
| 10.10 → 04.12 | Long | 100.0% | +14.14% | 2.96 | 9 |
| 11.10 → 09.12 | Long | 100.0% | +14.06% | 3.04 | 9 |
| 09.10 → 04.12 | Long | 100.0% | +14.03% | 3.09 | 9 |
| 11.10 → 10.12 | Long | 100.0% | +14.01% | 2.92 | 9 |
| 11.10 → 06.12 | Long | 100.0% | +13.96% | 3.22 | 9 |