United States
Over 2022 to 2025 (4 years of data), STEUSUSD has tended to move short between 06.10 and 03.11, closing higher in 100.0% of those years for an average +2.61% move and an annualized Sharpe of 5.16.
Best window
06.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+2.61%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 03.11 | Short | 100.0% | +2.61% | 5.16 | 4 |
| 06.10 → 02.11 | Short | 100.0% | +2.53% | 10.57 | 4 |
| 05.10 → 03.11 | Short | 100.0% |
| +2.51% |
| 4.47 |
| 4 |
| 05.10 → 02.11 | Short | 100.0% | +2.43% | 10.71 | 4 |
| 07.10 → 03.11 | Short | 100.0% | +2.38% | 6.52 | 4 |
| 09.10 → 03.11 | Short | 100.0% | +2.35% | 6.83 | 4 |
| 07.10 → 02.11 | Short | 100.0% | +2.28% | 7.94 | 4 |
| 06.10 → 12.10 | Short | 100.0% | +2.26% | 8.39 | 4 |