United States
Over 2022 to 2025 (4 years of data), SPRUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +23.51% move and an annualized Sharpe of 2.48.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+23.51%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +23.51% | 2.48 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +23.36% | 2.47 | 4 |
| 06.10 → 04.12 | Long | 100.0% |
| +22.51% |
| 1.77 |
| 4 |
| 07.10 → 04.12 | Long | 100.0% | +22.39% | 1.85 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +22.16% | 2.36 | 4 |
| 06.10 → 03.12 | Long | 100.0% | +22.03% | 1.73 | 4 |
| 07.10 → 03.12 | Long | 100.0% | +21.91% | 1.80 | 4 |
| 12.10 → 09.12 | Long | 100.0% | +21.62% | 2.26 | 4 |