United States
Over 2022 to 2025 (4 years of data), SWKSUSUSD has tended to move short between 06.10 and 09.11, closing higher in 100.0% of those years for an average +8.72% move and an annualized Sharpe of 26.93.
Best window
06.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+8.72%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 100.0% | +8.72% | 26.93 | 4 |
| 06.10 → 20.11 | Short | 100.0% | +8.71% | 2.79 | 4 |
| 07.10 → 09.11 | Short | 100.0% |
| +8.46% |
| 12.64 |
| 4 |
| 05.10 → 09.11 | Short | 100.0% | +8.29% | 16.78 | 4 |
| 06.10 → 19.11 | Short | 100.0% | +8.00% | 2.91 | 4 |
| 06.10 → 16.11 | Short | 100.0% | +7.97% | 3.24 | 4 |
| 06.10 → 21.11 | Short | 100.0% | +7.89% | 2.98 | 4 |
| 06.10 → 08.11 | Short | 100.0% | +7.15% | 11.01 | 4 |