

Over 2013 to 2025 (13 years of data), USA30IDXUSD has tended to move long between 08.07 and 22.07, closing higher in 100.0% of those years for an average +2.22% move and an annualized Sharpe of 9.60.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.947 |
| 3 | 99.8217 |
| 4 | 99.9605 |
| 5 | 99.8811 |
| 6 | 100.173 |
| 7 | 99.8146 |
| 8 | 100.0998 |
| 9 | 100.0445 |
| 10 | 99.9446 |
| 11 | 100.2295 |
| 12 | 100.4455 |
| 13 | 100.3059 |
| 14 | 100.4051 |
| 15 | 100.4247 |
| 16 | 100.3908 |
| 17 | 100.4888 |
| 18 | 100.3535 |
| 19 | 100.3352 |
| 20 | 100.3494 |
| 21 | 100.2769 |
| 22 | 100.347 |
| 23 | 100.6247 |
| 24 | 100.5829 |
| 25 | 100.6741 |
| 26 | 100.9017 |
| 27 | 100.5103 |
| 28 | 100.807 |
| 29 | 100.9245 |
| 30 | 100.9408 |
| 31 | 100.7173 |
| 32 | 101.0831 |
| 33 | 100.7568 |
| 34 | 101.0208 |
| 35 | 101.2998 |
| 36 | 100.9526 |
| 37 | 101.2619 |
| 38 | 101.0659 |
| 39 | 100.6528 |
| 40 | 100.7945 |
| 41 | 100.7827 |
| 42 | 100.5465 |
| 43 | 101.1052 |
| 44 | 101.2644 |
| 45 | 101.2683 |
| 46 | 101.999 |
| 47 | 101.8056 |
| 48 | 101.9113 |
| 49 | 101.7333 |
| 50 | 101.7105 |
| 51 | 101.4222 |
| 52 | 100.8796 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 100.0% | +2.22% | 9.60 | 12 |
| 08.07 → 21.07 | Long | 100.0% | +2.08% | 9.56 | 12 |
| 08.07 → 19.07 | Long | 100.0% | +2.00% | 9.49 | 12 |
| 08.07 → 20.07 | Long | 100.0% | +1.99% | 9.19 | 12 |
| 07.07 → 22.07 | Long | 100.0% | +1.92% | 8.26 | 12 |
| 07.07 → 21.07 | Long | 100.0% | +1.78% | 7.82 | 12 |
| 07.07 → 20.07 | Long | 100.0% |
| 53 |
|---|
| 101.3174 |
| 54 | 101.088 |
|---|
| 55 | 100.9974 |
|---|
| 56 | 100.9417 |
|---|
| 57 | 100.6659 |
|---|
| 58 | 99.9024 |
|---|
| 59 | 99.8456 |
|---|
| 60 | 99.8677 |
|---|
| 61 | 100.0024 |
|---|
| 62 | 100.575 |
|---|
| 63 | 99.8693 |
|---|
| 64 | 100.6632 |
|---|
| 65 | 100.0952 |
|---|
| 66 | 99.5931 |
|---|
| 67 | 99.7175 |
|---|
| 68 | 99.2927 |
|---|
| 69 | 99.046 |
|---|
| 70 | 99.1487 |
|---|
| 71 | 98.8819 |
|---|
| 72 | 97.5759 |
|---|
| 73 | 98.6259 |
|---|
| 74 | 98.7967 |
|---|
| 75 | 98.5733 |
|---|
| 76 | 98.1503 |
|---|
| 77 | 98.1358 |
|---|
| 78 | 98.1254 |
|---|
| 79 | 97.9333 |
|---|
| 80 | 97.764 |
|---|
| 81 | 97.3995 |
|---|
| 82 | 96.4843 |
|---|
| 83 | 96.9374 |
|---|
| 84 | 97.927 |
|---|
| 85 | 98.6013 |
|---|
| 86 | 99.0565 |
|---|
| 87 | 98.647 |
|---|
| 88 | 99.0495 |
|---|
| 89 | 98.9795 |
|---|
| 90 | 99.637 |
|---|
| 91 | 99.4683 |
|---|
| 92 | 98.729 |
|---|
| 93 | 98.8526 |
|---|
| 94 | 98.3672 |
|---|
| 95 | 98.287 |
|---|
| 96 | 97.7497 |
|---|
| 97 | 98.9158 |
|---|
| 98 | 98.5209 |
|---|
| 99 | 99.8076 |
|---|
| 100 | 99.7437 |
|---|
| 101 | 99.6428 |
|---|
| 102 | 99.7783 |
|---|
| 103 | 99.7084 |
|---|
| 104 | 99.8406 |
|---|
| 105 | 100.1466 |
|---|
| 106 | 99.748 |
|---|
| 107 | 100.1851 |
|---|
| 108 | 100.1862 |
|---|
| 109 | 100.2047 |
|---|
| 110 | 100.1654 |
|---|
| 111 | 99.7751 |
|---|
| 112 | 99.5216 |
|---|
| 113 | 99.725 |
|---|
| 114 | 99.834 |
|---|
| 115 | 100.0741 |
|---|
| 116 | 99.8094 |
|---|
| 117 | 99.9107 |
|---|
| 118 | 100.3531 |
|---|
| 119 | 100.2103 |
|---|
| 120 | 100.3943 |
|---|
| 121 | 99.8371 |
|---|
| 122 | 99.6813 |
|---|
| 123 | 99.8952 |
|---|
| 124 | 100.0707 |
|---|
| 125 | 99.9319 |
|---|
| 126 | 100.125 |
|---|
| 127 | 99.9867 |
|---|
| 128 | 100.16 |
|---|
| 129 | 100.2766 |
|---|
| 130 | 100.3902 |
|---|
| 131 | 100.4051 |
|---|
| 132 | 99.9924 |
|---|
| 133 | 99.7392 |
|---|
| 134 | 99.6928 |
|---|
| 135 | 100.034 |
|---|
| 136 | 100.1806 |
|---|
| 137 | 100.2632 |
|---|
| 138 | 99.749 |
|---|
| 139 | 100.1983 |
|---|
| 140 | 100.0778 |
|---|
| 141 | 100.0909 |
|---|
| 142 | 100.1095 |
|---|
| 143 | 99.8922 |
|---|
| 144 | 99.8407 |
|---|
| 145 | 100.0761 |
|---|
| 146 | 100.4921 |
|---|
| 147 | 101.0267 |
|---|
| 148 | 101.2532 |
|---|
| 149 | 100.6349 |
|---|
| 150 | 100.57 |
|---|
| 151 | 100.3342 |
|---|
| 152 | 100.3576 |
|---|
| 153 | 100.7825 |
|---|
| 154 | 101.0634 |
|---|
| 155 | 101.4957 |
|---|
| 156 | 101.4859 |
|---|
| 157 | 102.1253 |
|---|
| 158 | 102.4255 |
|---|
| 159 | 102.4775 |
|---|
| 160 | 102.4947 |
|---|
| 161 | 102.1343 |
|---|
| 162 | 101.8614 |
|---|
| 163 | 101.2225 |
|---|
| 164 | 101.0008 |
|---|
| 165 | 100.8025 |
|---|
| 166 | 100.7969 |
|---|
| 167 | 100.7382 |
|---|
| 168 | 100.8016 |
|---|
| 169 | 100.5961 |
|---|
| 170 | 100.7093 |
|---|
| 171 | 100.5398 |
|---|
| 172 | 100.8527 |
|---|
| 173 | 100.8237 |
|---|
| 174 | 101.1925 |
|---|
| 175 | 101.774 |
|---|
| 176 | 101.0531 |
|---|
| 177 | 101.1588 |
|---|
| 178 | 101.0121 |
|---|
| 179 | 100.7875 |
|---|
| 180 | 100.9702 |
|---|
| 181 | 101.5888 |
|---|
| 182 | 101.8823 |
|---|
| 183 | 101.9938 |
|---|
| 184 | 102.2281 |
|---|
| 185 | 102.1907 |
|---|
| 186 | 102.0865 |
|---|
| 187 | 101.9836 |
|---|
| 188 | 102.2285 |
|---|
| 189 | 101.9321 |
|---|
| 190 | 102.4905 |
|---|
| 191 | 102.4182 |
|---|
| 192 | 102.7211 |
|---|
| 193 | 103.0285 |
|---|
| 194 | 103.0082 |
|---|
| 195 | 103.2039 |
|---|
| 196 | 103.682 |
|---|
| 197 | 103.6852 |
|---|
| 198 | 103.9347 |
|---|
| 199 | 103.9486 |
|---|
| 200 | 103.8529 |
|---|
| 201 | 104.0019 |
|---|
| 202 | 104.1187 |
|---|
| 203 | 104.2425 |
|---|
| 204 | 104.4788 |
|---|
| 205 | 104.3594 |
|---|
| 206 | 104.2854 |
|---|
| 207 | 104.4148 |
|---|
| 208 | 104.6022 |
|---|
| 209 | 104.8037 |
|---|
| 210 | 104.8173 |
|---|
| 211 | 104.711 |
|---|
| 212 | 104.5295 |
|---|
| 213 | 104.4006 |
|---|
| 214 | 104.0009 |
|---|
| 215 | 103.9752 |
|---|
| 216 | 104.1142 |
|---|
| 217 | 103.6425 |
|---|
| 218 | 104.1674 |
|---|
| 219 | 104.3406 |
|---|
| 220 | 104.4467 |
|---|
| 221 | 104.5359 |
|---|
| 222 | 104.5826 |
|---|
| 223 | 104.7379 |
|---|
| 224 | 104.8935 |
|---|
| 225 | 105.1673 |
|---|
| 226 | 105.0333 |
|---|
| 227 | 104.9849 |
|---|
| 228 | 105.5359 |
|---|
| 229 | 105.218 |
|---|
| 230 | 105.1351 |
|---|
| 231 | 105.0129 |
|---|
| 232 | 105.0038 |
|---|
| 233 | 105.1115 |
|---|
| 234 | 105.286 |
|---|
| 235 | 105.0128 |
|---|
| 236 | 105.0718 |
|---|
| 237 | 105.1947 |
|---|
| 238 | 105.0063 |
|---|
| 239 | 105.2205 |
|---|
| 240 | 105.3305 |
|---|
| 241 | 105.6505 |
|---|
| 242 | 105.5944 |
|---|
| 243 | 105.5663 |
|---|
| 244 | 105.414 |
|---|
| 245 | 105.3585 |
|---|
| 246 | 105.4699 |
|---|
| 247 | 105.1549 |
|---|
| 248 | 105.099 |
|---|
| 249 | 104.996 |
|---|
| 250 | 104.9433 |
|---|
| 251 | 105.1296 |
|---|
| 252 | 104.8868 |
|---|
| 253 | 104.9165 |
|---|
| 254 | 105.2401 |
|---|
| 255 | 105.2867 |
|---|
| 256 | 105.2 |
|---|
| 257 | 105.2365 |
|---|
| 258 | 105.1251 |
|---|
| 259 | 105.1817 |
|---|
| 260 | 105.1736 |
|---|
| 261 | 105.3184 |
|---|
| 262 | 105.4006 |
|---|
| 263 | 105.2267 |
|---|
| 264 | 104.7758 |
|---|
| 265 | 104.918 |
|---|
| 266 | 104.9633 |
|---|
| 267 | 104.5204 |
|---|
| 268 | 104.5681 |
|---|
| 269 | 104.4285 |
|---|
| 270 | 104.3186 |
|---|
| 271 | 104.5432 |
|---|
| 272 | 104.6431 |
|---|
| 273 | 104.232 |
|---|
| 274 | 104.5229 |
|---|
| 275 | 104.2388 |
|---|
| 276 | 104.5758 |
|---|
| 277 | 104.7409 |
|---|
| 278 | 104.9798 |
|---|
| 279 | 105.048 |
|---|
| 280 | 104.7936 |
|---|
| 281 | 104.6932 |
|---|
| 282 | 104.8347 |
|---|
| 283 | 104.5702 |
|---|
| 284 | 104.6851 |
|---|
| 285 | 104.5943 |
|---|
| 286 | 105.1343 |
|---|
| 287 | 105.0971 |
|---|
| 288 | 105.291 |
|---|
| 289 | 105.4389 |
|---|
| 290 | 105.7697 |
|---|
| 291 | 105.5735 |
|---|
| 292 | 105.6533 |
|---|
| 293 | 105.6568 |
|---|
| 294 | 105.9557 |
|---|
| 295 | 105.6451 |
|---|
| 296 | 105.784 |
|---|
| 297 | 105.6979 |
|---|
| 298 | 105.8795 |
|---|
| 299 | 105.867 |
|---|
| 300 | 105.4892 |
|---|
| 301 | 105.8297 |
|---|
| 302 | 105.4739 |
|---|
| 303 | 105.7225 |
|---|
| 304 | 105.7571 |
|---|
| 305 | 105.922 |
|---|
| 306 | 105.924 |
|---|
| 307 | 106.1457 |
|---|
| 308 | 106.4746 |
|---|
| 309 | 106.6727 |
|---|
| 310 | 106.9116 |
|---|
| 311 | 107.8489 |
|---|
| 312 | 108.1848 |
|---|
| 313 | 107.9559 |
|---|
| 314 | 108.835 |
|---|
| 315 | 109.1423 |
|---|
| 316 | 109.067 |
|---|
| 317 | 108.7929 |
|---|
| 318 | 108.8326 |
|---|
| 319 | 108.891 |
|---|
| 320 | 109.127 |
|---|
| 321 | 108.9008 |
|---|
| 322 | 108.8136 |
|---|
| 323 | 108.3789 |
|---|
| 324 | 107.9805 |
|---|
| 325 | 108.1827 |
|---|
| 326 | 108.5111 |
|---|
| 327 | 108.7558 |
|---|
| 328 | 109.0303 |
|---|
| 329 | 109.4736 |
|---|
| 330 | 109.308 |
|---|
| 331 | 109.4286 |
|---|
| 332 | 109.869 |
|---|
| 333 | 109.9661 |
|---|
| 334 | 110.3843 |
|---|
| 335 | 110.1501 |
|---|
| 336 | 110.4064 |
|---|
| 337 | 110.3131 |
|---|
| 338 | 110.0994 |
|---|
| 339 | 110.0287 |
|---|
| 340 | 110.1497 |
|---|
| 341 | 110.1086 |
|---|
| 342 | 110.2866 |
|---|
| 343 | 110.1397 |
|---|
| 344 | 110.4242 |
|---|
| 345 | 110.5847 |
|---|
| 346 | 111.0151 |
|---|
| 347 | 111.1136 |
|---|
| 348 | 110.8762 |
|---|
| 349 | 110.6289 |
|---|
| 350 | 110.5774 |
|---|
| 351 | 110.186 |
|---|
| 352 | 110.2055 |
|---|
| 353 | 109.8238 |
|---|
| 354 | 109.61 |
|---|
| 355 | 109.8618 |
|---|
| 356 | 109.8326 |
|---|
| 357 | 109.9769 |
|---|
| 358 | 109.6834 |
|---|
| 359 | 109.8217 |
|---|
| 360 | 110.487 |
|---|
| 361 | 110.7128 |
|---|
| 362 | 110.6443 |
|---|
| 363 | 110.6649 |
|---|
| 364 | 110.5698 |
|---|
| 365 | 110.4989 |
|---|
| 366 | 110.6701 |
|---|
| +1.69% |
| 7.05 |
| 12 |
| 09.07 → 22.07 | Long | 100.0% | +1.69% | 7.66 | 12 |