United States
Over 2022 to 2025 (4 years of data), TEAMUSUSD has tended to move long between 06.10 and 04.12, closing higher in 75.0% of those years for an average +8.60% move and an annualized Sharpe of 0.53.
Best window
06.10 - 04.12
Direction
Long
Win rate
75.0%
Avg return
+8.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 04.12 | Long | 75.0% | +8.60% | 0.53 | 4 |
| 12.10 → 11.12 | Long | 75.0% | +7.82% | 0.72 | 4 |
| 06.10 → 05.12 | Long | 75.0% |
| +6.95% |
| 0.45 |
| 4 |
| 12.10 → 04.12 | Long | 75.0% | +6.63% | 0.56 | 4 |
| 12.10 → 09.12 | Long | 75.0% | +6.59% | 0.60 | 4 |
| 12.10 → 10.12 | Long | 75.0% | +6.48% | 0.64 | 4 |
| 06.10 → 03.12 | Long | 75.0% | +5.85% | 0.40 | 4 |
| 06.10 → 02.12 | Long | 75.0% | +5.73% | 0.42 | 4 |