United States
Over 2022 to 2025 (4 years of data), SSNCUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +8.43% move and an annualized Sharpe of 5.16.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+8.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +8.43% | 5.16 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +7.79% | 7.79 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +7.68% |
| 5.29 |
| 4 |
| 11.10 → 02.12 | Long | 100.0% | +7.65% | 5.14 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +7.52% | 5.37 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +7.46% | 7.31 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +7.26% | 6.45 | 4 |
| 10.10 → 01.12 | Long | 100.0% | +6.97% | 3.94 | 4 |