United States
Over 2022 to 2025 (4 years of data), SUIUSUSD has tended to move long between 09.10 and 01.12, closing higher in 100.0% of those years for an average +8.47% move and an annualized Sharpe of 3.63.
Best window
09.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+8.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 01.12 | Long | 100.0% | +8.47% | 3.63 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +8.34% | 3.42 | 4 |
| 11.10 → 25.11 | Long | 100.0% |
| +7.86% |
| 3.49 |
| 4 |
| 11.10 → 24.11 | Long | 100.0% | +7.84% | 3.65 | 4 |
| 09.10 → 30.11 | Long | 100.0% | +7.81% | 3.67 | 4 |
| 11.10 → 23.11 | Long | 100.0% | +7.67% | 3.64 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +7.40% | 3.46 | 4 |
| 09.10 → 03.12 | Long | 100.0% | +7.38% | 3.47 | 4 |