United States
Over 2017 to 2025 (9 years of data), TWTRUSUSD has tended to move long between 07.10 and 21.10, closing higher in 100.0% of those years for an average +4.09% move and an annualized Sharpe of 6.57.
Best window
07.10 - 21.10
Direction
Long
Win rate
100.0%
Avg return
+4.09%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 21.10 | Long | 100.0% | +4.09% | 6.57 | 5 |
| 07.10 → 20.10 | Long | 100.0% | +3.57% | 6.88 | 5 |
| 09.10 → 21.10 | Long | 100.0% |
| +3.38% |
| 6.15 |
| 5 |
| 10.10 → 21.10 | Long | 100.0% | +3.01% | 7.53 | 5 |
| 09.10 → 20.10 | Long | 100.0% | +2.86% | 6.76 | 5 |
| 07.10 → 15.10 | Long | 100.0% | +1.46% | 7.75 | 5 |
| 11.10 → 21.10 | Long | 80.0% | +4.66% | 6.82 | 5 |
| 11.10 → 20.10 | Long | 80.0% | +4.15% | 6.15 | 5 |