United States
Over 2022 to 2025 (4 years of data), SRPTUSUSD has tended to move short between 07.10 and 19.11, closing higher in 100.0% of those years for an average +18.66% move and an annualized Sharpe of 4.51.
Best window
07.10 - 19.11
Direction
Short
Win rate
100.0%
Avg return
+18.66%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 19.11 | Short | 100.0% | +18.66% | 4.51 | 4 |
| 07.10 → 16.11 | Short | 100.0% | +18.28% | 5.25 | 4 |
| 07.10 → 17.11 | Short | 100.0% |
| +18.09% |
| 5.02 |
| 4 |
| 07.10 → 15.11 | Short | 100.0% | +17.98% | 5.21 | 4 |
| 07.10 → 09.11 | Short | 100.0% | +17.73% | 4.50 | 4 |
| 07.10 → 20.11 | Short | 100.0% | +17.68% | 4.04 | 4 |
| 07.10 → 18.11 | Short | 100.0% | +17.63% | 4.56 | 4 |
| 12.10 → 16.11 | Short | 100.0% | +17.46% | 4.71 | 4 |