United States
Over 2018 to 2025 (8 years of data), SYKUSUSD has tended to move long between 06.10 and 17.10, closing higher in 100.0% of those years for an average +1.49% move and an annualized Sharpe of 7.27.
Best window
06.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+1.49%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 17.10 | Long | 100.0% | +1.49% | 7.27 | 8 |
| 07.10 → 19.10 | Long | 87.5% | +2.26% | 5.01 | 8 |
| 07.10 → 20.10 | Long | 87.5% |
| +2.04% |
| 4.08 |
| 8 |
| 08.10 → 19.10 | Long | 87.5% | +1.96% | 4.86 | 8 |
| 06.10 → 19.10 | Long | 87.5% | +1.91% | 4.16 | 8 |
| 05.10 → 19.10 | Long | 87.5% | +1.89% | 3.98 | 8 |
| 07.10 → 17.10 | Long | 87.5% | +1.84% | 7.12 | 8 |
| 11.10 → 18.10 | Long | 87.5% | +1.82% | 6.18 | 8 |