United States
Over 2020 to 2025 (6 years of data), SQUSUSD has tended to move long between 05.10 and 16.11, closing higher in 83.3% of those years for an average +12.13% move and an annualized Sharpe of 1.75.
Best window
05.10 - 16.11
Direction
Long
Win rate
83.3%
Avg return
+12.13%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 16.11 | Long | 83.3% | +12.13% | 1.75 | 6 |
| 05.10 → 17.11 | Long | 83.3% | +12.08% | 1.63 | 6 |
| 05.10 → 18.11 | Long | 83.3% |
| +11.51% |
| 1.46 |
| 6 |
| 05.10 → 15.11 | Long | 83.3% | +11.29% | 1.73 | 6 |
| 06.10 → 16.11 | Long | 83.3% | +11.00% | 1.63 | 6 |
| 06.10 → 17.11 | Long | 83.3% | +10.95% | 1.52 | 6 |
| 05.10 → 12.11 | Long | 83.3% | +10.46% | 2.11 | 6 |
| 09.10 → 16.11 | Long | 83.3% | +10.22% | 1.53 | 6 |