United States
Over 2022 to 2025 (4 years of data), TECHUSUSD has tended to move short between 06.10 and 29.10, closing higher in 100.0% of those years for an average +4.28% move and an annualized Sharpe of 4.03.
Best window
06.10 - 29.10
Direction
Short
Win rate
100.0%
Avg return
+4.28%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 29.10 | Short | 100.0% | +4.28% | 4.03 | 4 |
| 06.10 → 24.11 | Long | 100.0% | +3.94% | 2.04 | 4 |
| 11.10 → 15.10 | Long | 100.0% |
| +3.87% |
| 14.46 |
| 4 |
| 05.10 → 20.10 | Short | 100.0% | +2.78% | 10.14 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +2.51% | 22.11 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +2.46% | 9.73 | 4 |
| 05.10 → 19.10 | Short | 100.0% | +2.32% | 10.17 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +1.92% | 8.12 | 4 |