

America
Over 1980 to 2025 (46 years of data), USA500IDXUSD has tended to move long between 05.10 and 30.11, closing higher in 82.6% of those years for an average +2.84% move and an annualized Sharpe of 0.89.
Best window
05.10 - 30.11
Direction
Long
Win rate
82.6%
Avg return
+2.84%
Sample
46 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.11 | Long | 82.6% | +2.84% | 0.89 | 46 |
| 06.10 → 30.11 | Long | 82.6% | +2.68% | 0.85 | 46 |
| 05.10 → 29.11 | Long | 82.6% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8821 |
| 3 | 99.8619 |
| 4 | 99.9411 |
| 5 | 99.5492 |
| 6 | 100.2098 |
| 7 | 99.7978 |
| 8 | 100.0752 |
| 9 | 100.0104 |
| 10 | 100.1126 |
| 11 | 100.4549 |
| 12 | 100.622 |
| 13 | 100.5037 |
| 14 | 100.3771 |
| 15 | 100.8214 |
| 16 | 100.6833 |
| 17 | 100.6845 |
| 18 | 100.1006 |
| 19 | 99.8645 |
| 20 | 99.9132 |
| 21 | 99.9377 |
| 22 | 100.0783 |
| 23 | 100.6542 |
| 24 | 100.4527 |
| 25 | 100.3505 |
| 26 | 100.6332 |
| 27 | 100.5257 |
| 28 | 100.9208 |
| 29 | 101.0114 |
| 30 | 100.8206 |
| 31 | 101.0202 |
| 32 | 101.8988 |
| 33 | 101.8623 |
| 34 | 101.804 |
| 35 | 101.5418 |
| 36 | 101.1801 |
| 37 | 101.8091 |
| 38 | 101.9543 |
| 39 | 102.0391 |
| 40 | 102.2491 |
| 41 | 101.8958 |
| 42 | 101.5669 |
| 43 | 101.1883 |
| 44 | 101.3902 |
| 45 | 101.4799 |
| 46 | 101.9395 |
| 47 | 101.5205 |
| 48 | 101.1125 |
| 49 | 101.1796 |
| 50 | 101.0888 |
| 51 | 100.9314 |
| 52 | 100.1651 |
| 53 | 100.65 |
| 54 | 100.0886 |
| 55 | 100.0743 |
| 56 | 100.7231 |
| 57 | 100.4888 |
| 58 | 99.8144 |
| 59 | 100.2856 |
| 60 | 99.8933 |
| 61 | 100.6676 |
| 62 | 100.4669 |
| 63 | 100.3348 |
| 64 | 100.1836 |
| 65 | 99.2629 |
| 66 | 98.6829 |
| 67 | 98.4814 |
| 68 | 98.7553 |
| 69 | 98.0737 |
| 70 | 97.561 |
| 71 | 97.7872 |
| 72 | 97.4545 |
| 73 | 97.7509 |
| 74 | 97.9116 |
| 75 | 98.7524 |
| 76 | 98.9388 |
| 77 | 98.8047 |
| 78 | 99.285 |
| 79 | 99.0419 |
| 80 | 99.5394 |
| 81 | 99.4306 |
| 82 | 99.5939 |
| 83 | 100.1911 |
| 84 | 100.327 |
| 85 | 99.8713 |
| 86 | 99.2649 |
| 87 | 99.1004 |
| 88 | 99.4483 |
| 89 | 99.457 |
| 90 | 100.3033 |
| 91 | 100.5964 |
| 92 | 99.8218 |
| 93 | 99.4878 |
| 94 | 98.4913 |
| 95 | 97.7988 |
| 96 | 97.1899 |
| 97 | 98.8359 |
| 98 | 98.0667 |
| 99 | 100.2606 |
| 100 | 99.4013 |
| 101 | 99.302 |
| 102 | 99.1412 |
| 103 | 99.8309 |
| 104 | 99.7828 |
| 105 | 99.8808 |
| 106 | 99.364 |
| 107 | 99.5507 |
| 108 | 99.6445 |
| 109 | 99.4807 |
| 110 | 99.4347 |
| 111 | 98.6324 |
| 112 | 99.0151 |
| 113 | 99.0735 |
| 114 | 99.9315 |
| 115 | 99.8126 |
| 116 | 99.2922 |
| 117 | 99.8565 |
| 118 | 100.208 |
| 119 | 99.8563 |
| 120 | 100.2242 |
| 121 | 99.7613 |
| 122 | 100.0486 |
| 123 | 100.1474 |
| 124 | 100.6533 |
| 125 | 100.5013 |
| 126 | 100.4914 |
| 127 | 100.5199 |
| 128 | 100.728 |
| 129 | 100.2594 |
| 130 | 100.3864 |
| 131 | 100.4266 |
| 132 | 100.6818 |
| 133 | 101.4012 |
| 134 | 101.4649 |
| 135 | 101.621 |
| 136 | 101.7843 |
| 137 | 102.2749 |
| 138 | 101.5228 |
| 139 | 101.5278 |
| 140 | 101.506 |
| 141 | 101.3349 |
| 142 | 101.7203 |
| 143 | 101.3557 |
| 144 | 101.2412 |
| 145 | 101.685 |
| 146 | 102.4917 |
| 147 | 103.1775 |
| 148 | 103.6039 |
| 149 | 103.308 |
| 150 | 103.1743 |
| 151 | 102.8576 |
| 152 | 102.8511 |
| 153 | 103.8238 |
| 154 | 103.4242 |
| 155 | 103.4696 |
| 156 | 102.8035 |
| 157 | 103.3938 |
| 158 | 103.5075 |
| 159 | 103.4346 |
| 160 | 102.9702 |
| 161 | 102.123 |
| 162 | 102.5858 |
| 163 | 102.6406 |
| 164 | 102.3324 |
| 165 | 102.4952 |
| 166 | 103.1857 |
| 167 | 102.3289 |
| 168 | 102.1341 |
| 169 | 102.415 |
| 170 | 102.4768 |
| 171 | 102.512 |
| 172 | 102.4936 |
| 173 | 102.3957 |
| 174 | 102.5802 |
| 175 | 103.4356 |
| 176 | 103.2953 |
| 177 | 103.3602 |
| 178 | 103.6067 |
| 179 | 103.4755 |
| 180 | 103.5923 |
| 181 | 103.8528 |
| 182 | 104.0182 |
| 183 | 104.1696 |
| 184 | 104.4361 |
| 185 | 104.6232 |
| 186 | 104.4851 |
| 187 | 104.6493 |
| 188 | 104.7626 |
| 189 | 104.7919 |
| 190 | 105.0014 |
| 191 | 105.0671 |
| 192 | 105.1009 |
| 193 | 104.8957 |
| 194 | 104.8358 |
| 195 | 105.1004 |
| 196 | 105.2991 |
| 197 | 105.4225 |
| 198 | 105.8328 |
| 199 | 105.562 |
| 200 | 105.9305 |
| 201 | 105.745 |
| 202 | 105.9111 |
| 203 | 105.9362 |
| 204 | 106.196 |
| 205 | 106.1919 |
| 206 | 105.9406 |
| 207 | 105.8222 |
| 208 | 106.306 |
| 209 | 106.8397 |
| 210 | 107.0128 |
| 211 | 107.0661 |
| 212 | 106.7153 |
| 213 | 106.6761 |
| 214 | 105.9034 |
| 215 | 105.8085 |
| 216 | 106.0122 |
| 217 | 105.6069 |
| 218 | 105.6544 |
| 219 | 105.6347 |
| 220 | 105.6247 |
| 221 | 106.0461 |
| 222 | 106.4543 |
| 223 | 106.393 |
| 224 | 106.9627 |
| 225 | 107.0459 |
| 226 | 107.4517 |
| 227 | 107.315 |
| 228 | 107.5954 |
| 229 | 107.294 |
| 230 | 107.3662 |
| 231 | 106.9682 |
| 232 | 107.0873 |
| 233 | 107.0078 |
| 234 | 107.0789 |
| 235 | 107.1495 |
| 236 | 107.0245 |
| 237 | 107.3539 |
| 238 | 106.7158 |
| 239 | 106.6587 |
| 240 | 106.6744 |
| 241 | 106.7694 |
| 242 | 106.7293 |
| 243 | 106.6312 |
| 244 | 106.7727 |
| 245 | 106.4389 |
| 246 | 106.5064 |
| 247 | 106.2688 |
| 248 | 106.0939 |
| 249 | 105.7249 |
| 250 | 105.7441 |
| 251 | 105.9777 |
| 252 | 106.3421 |
| 253 | 106.6775 |
| 254 | 107.0442 |
| 255 | 107.3638 |
| 256 | 106.6645 |
| 257 | 106.9951 |
| 258 | 106.4289 |
| 259 | 106.4372 |
| 260 | 106.5056 |
| 261 | 106.595 |
| 262 | 106.8623 |
| 263 | 106.519 |
| 264 | 105.6014 |
| 265 | 105.6974 |
| 266 | 105.2403 |
| 267 | 105.2186 |
| 268 | 105.1875 |
| 269 | 104.9109 |
| 270 | 104.8814 |
| 271 | 105.3047 |
| 272 | 104.9494 |
| 273 | 104.705 |
| 274 | 104.9393 |
| 275 | 104.528 |
| 276 | 104.9571 |
| 277 | 105.5431 |
| 278 | 105.8497 |
| 279 | 105.7849 |
| 280 | 105.1847 |
| 281 | 104.9729 |
| 282 | 105.2915 |
| 283 | 104.9736 |
| 284 | 104.9507 |
| 285 | 105.0249 |
| 286 | 105.4191 |
| 287 | 104.9578 |
| 288 | 105.3277 |
| 289 | 105.2043 |
| 290 | 106.0056 |
| 291 | 105.7831 |
| 292 | 105.5228 |
| 293 | 105.3065 |
| 294 | 105.8908 |
| 295 | 105.776 |
| 296 | 106.0247 |
| 297 | 106.197 |
| 298 | 105.9862 |
| 299 | 106.2025 |
| 300 | 105.7583 |
| 301 | 106.5823 |
| 302 | 106.6027 |
| 303 | 106.7238 |
| 304 | 106.4629 |
| 305 | 106.3457 |
| 306 | 106.22 |
| 307 | 106.2108 |
| 308 | 106.2137 |
| 309 | 106.3102 |
| 310 | 106.2287 |
| 311 | 107.1903 |
| 312 | 107.5134 |
| 313 | 107.0387 |
| 314 | 108.8337 |
| 315 | 109.0568 |
| 316 | 108.9289 |
| 317 | 108.5548 |
| 318 | 108.9171 |
| 319 | 108.8484 |
| 320 | 108.5498 |
| 321 | 108.231 |
| 322 | 108.1386 |
| 323 | 108.4816 |
| 324 | 108.2478 |
| 325 | 108.2954 |
| 326 | 108.7738 |
| 327 | 109.1544 |
| 328 | 109.3733 |
| 329 | 109.5966 |
| 330 | 109.6765 |
| 331 | 109.7966 |
| 332 | 109.5534 |
| 333 | 109.5106 |
| 334 | 110.3494 |
| 335 | 110.3406 |
| 336 | 110.3532 |
| 337 | 110.4618 |
| 338 | 110.3668 |
| 339 | 110.2106 |
| 340 | 109.7401 |
| 341 | 109.8839 |
| 342 | 110.1024 |
| 343 | 109.9021 |
| 344 | 109.9021 |
| 345 | 109.9676 |
| 346 | 110.3538 |
| 347 | 110.8233 |
| 348 | 110.6339 |
| 349 | 109.9823 |
| 350 | 109.6277 |
| 351 | 109.5113 |
| 352 | 109.7127 |
| 353 | 109.2127 |
| 354 | 109.0111 |
| 355 | 109.7553 |
| 356 | 109.5244 |
| 357 | 109.8055 |
| 358 | 109.9426 |
| 359 | 110.2471 |
| 360 | 110.4407 |
| 361 | 110.2746 |
| 362 | 109.8161 |
| 363 | 109.9421 |
| 364 | 109.9179 |
| 365 | 109.5125 |
| 366 | 109.2648 |
| +2.66% |
| 0.85 |
| 46 |
| 07.10 → 30.11 | Long | 82.6% | +2.60% | 0.88 | 46 |
| 10.10 → 07.12 | Long | 80.4% | +3.56% | 1.31 | 46 |
| 11.10 → 02.12 | Long | 80.4% | +3.24% | 1.31 | 46 |
| 11.10 → 03.12 | Long | 80.4% | +3.13% | 1.27 | 46 |
| 11.10 → 01.12 | Long | 80.4% | +3.04% | 1.21 | 46 |