United States
Over 2022 to 2025 (4 years of data), SPOTUSUSD has tended to move long between 09.10 and 22.10, closing higher in 100.0% of those years for an average +3.49% move and an annualized Sharpe of 5.23.
Best window
09.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+3.49%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 22.10 | Long | 100.0% | +3.49% | 5.23 | 4 |
| 09.10 → 23.10 | Long | 100.0% | +2.88% | 4.40 | 4 |
| 08.10 → 21.10 | Long | 100.0% |
| +2.02% |
| 6.42 |
| 4 |
| 09.10 → 21.10 | Long | 100.0% | +1.98% | 8.29 | 4 |
| 12.10 → 14.11 | Long | 75.0% | +8.02% | 2.04 | 4 |
| 12.10 → 15.11 | Long | 75.0% | +7.51% | 2.28 | 4 |
| 12.10 → 13.11 | Long | 75.0% | +7.14% | 2.08 | 4 |
| 12.10 → 16.11 | Long | 75.0% | +6.83% | 2.04 | 4 |