United States
Over 2022 to 2025 (4 years of data), UDRUSUSD has tended to move short between 06.10 and 01.11, closing higher in 100.0% of those years for an average +6.44% move and an annualized Sharpe of 8.14.
Best window
06.10 - 01.11
Direction
Short
Win rate
100.0%
Avg return
+6.44%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 01.11 | Short | 100.0% | +6.44% | 8.14 | 4 |
| 06.10 → 02.11 | Short | 100.0% | +5.99% | 14.52 | 4 |
| 06.10 → 06.11 | Short | 100.0% |
| +5.80% |
| 8.81 |
| 4 |
| 06.10 → 31.10 | Short | 100.0% | +5.79% | 8.24 | 4 |
| 06.10 → 04.11 | Short | 100.0% | +5.69% | 22.14 | 4 |
| 06.10 → 07.11 | Short | 100.0% | +5.45% | 6.85 | 4 |
| 06.10 → 05.11 | Short | 100.0% | +5.43% | 9.35 | 4 |
| 06.10 → 03.11 | Short | 100.0% | +5.42% | 20.64 | 4 |