United States
Over 2018 to 2025 (8 years of data), STTUSUSD has tended to move long between 11.10 and 16.10, closing higher in 100.0% of those years for an average +2.30% move and an annualized Sharpe of 12.00.
Best window
11.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+2.30%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 100.0% | +2.30% | 12.00 | 8 |
| 08.10 → 07.12 | Long | 87.5% | +13.21% | 1.83 | 8 |
| 05.10 → 02.12 | Long | 87.5% |
| +12.63% |
| 2.23 |
| 8 |
| 11.10 → 07.12 | Long | 87.5% | +12.56% | 1.97 | 8 |
| 05.10 → 04.12 | Long | 87.5% | +12.30% | 1.94 | 8 |
| 11.10 → 10.12 | Long | 87.5% | +12.30% | 1.83 | 8 |
| 09.10 → 07.12 | Long | 87.5% | +12.20% | 1.71 | 8 |
| 08.10 → 02.12 | Long | 87.5% | +12.03% | 2.14 | 8 |