

Over 1990 to 2025 (36 years of data), USATECHIDXUSD has tended to move long between 07.07 and 02.09, closing higher in 77.1% of those years for an average +2.65% move and an annualized Sharpe of 0.98.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.5612 |
| 3 | 99.6017 |
| 4 | 99.3256 |
| 5 | 98.6365 |
| 6 | 99.589 |
| 7 | 98.9774 |
| 8 | 99.2349 |
| 9 | 99.46 |
| 10 | 99.6945 |
| 11 | 100.2405 |
| 12 | 100.4281 |
| 13 | 100.0996 |
| 14 | 99.8949 |
| 15 | 100.4258 |
| 16 | 100.2505 |
| 17 | 100.4675 |
| 18 | 99.938 |
| 19 | 99.7802 |
| 20 | 99.8973 |
| 21 | 99.9111 |
| 22 | 100.0686 |
| 23 | 100.9467 |
| 24 | 100.6708 |
| 25 | 100.1968 |
| 26 | 100.5441 |
| 27 | 100.4841 |
| 28 | 101.1203 |
| 29 | 101.2195 |
| 30 | 100.4703 |
| 31 | 100.9917 |
| 32 | 102.3479 |
| 33 | 102.1004 |
| 34 | 102.0542 |
| 35 | 101.6052 |
| 36 | 101.1521 |
| 37 | 101.8291 |
| 38 | 102.0112 |
| 39 | 102.0897 |
| 40 | 102.5427 |
| 41 | 101.9556 |
| 42 | 101.3584 |
| 43 | 100.9448 |
| 44 | 101.2164 |
| 45 | 101.7386 |
| 46 | 102.4595 |
| 47 | 101.6802 |
| 48 | 100.9908 |
| 49 | 101.0668 |
| 50 | 100.8957 |
| 51 | 100.5974 |
| 52 | 99.6374 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 77.1% | +2.65% | 0.98 | 35 |
| 07.07 → 04.09 | Long | 77.1% | +2.31% | 0.80 | 35 |
| 10.07 → 02.09 | Long | 77.1% | +2.28% | 0.99 | 35 |
| 08.07 → 04.09 | Long | 77.1% | +2.16% | 0.78 | 35 |
| 10.07 → 03.09 | Long | 77.1% | +2.11% | 0.89 | 35 |
| 09.07 → 31.08 | Long | 77.1% | +1.80% | 0.77 | 35 |
| 12.07 → 03.09 | Long | 77.1% |
| 53 |
|---|
| 100.4468 |
| 54 | 99.6165 |
|---|
| 55 | 99.7177 |
|---|
| 56 | 100.283 |
|---|
| 57 | 100.0356 |
|---|
| 58 | 99.2137 |
|---|
| 59 | 99.7341 |
|---|
| 60 | 99.3878 |
|---|
| 61 | 100.2669 |
|---|
| 62 | 99.9027 |
|---|
| 63 | 99.9689 |
|---|
| 64 | 99.7448 |
|---|
| 65 | 98.4812 |
|---|
| 66 | 97.869 |
|---|
| 67 | 97.8352 |
|---|
| 68 | 98.3236 |
|---|
| 69 | 97.2439 |
|---|
| 70 | 96.8061 |
|---|
| 71 | 97.0769 |
|---|
| 72 | 96.839 |
|---|
| 73 | 97.0585 |
|---|
| 74 | 97.6259 |
|---|
| 75 | 98.8013 |
|---|
| 76 | 99.1228 |
|---|
| 77 | 99.0594 |
|---|
| 78 | 99.5797 |
|---|
| 79 | 99.1067 |
|---|
| 80 | 99.7045 |
|---|
| 81 | 99.8101 |
|---|
| 82 | 100.284 |
|---|
| 83 | 100.9441 |
|---|
| 84 | 101.0644 |
|---|
| 85 | 100.2692 |
|---|
| 86 | 99.3985 |
|---|
| 87 | 99.088 |
|---|
| 88 | 99.5501 |
|---|
| 89 | 99.4002 |
|---|
| 90 | 100.4294 |
|---|
| 91 | 100.8998 |
|---|
| 92 | 99.8704 |
|---|
| 93 | 99.4903 |
|---|
| 94 | 98.8137 |
|---|
| 95 | 97.6664 |
|---|
| 96 | 96.7669 |
|---|
| 97 | 98.7631 |
|---|
| 98 | 97.5941 |
|---|
| 99 | 100.229 |
|---|
| 100 | 99.3519 |
|---|
| 101 | 99.0252 |
|---|
| 102 | 98.9164 |
|---|
| 103 | 100.0067 |
|---|
| 104 | 99.7189 |
|---|
| 105 | 99.946 |
|---|
| 106 | 99.2606 |
|---|
| 107 | 99.3763 |
|---|
| 108 | 99.5056 |
|---|
| 109 | 99.1711 |
|---|
| 110 | 98.7658 |
|---|
| 111 | 97.86 |
|---|
| 112 | 98.4985 |
|---|
| 113 | 98.6087 |
|---|
| 114 | 99.8748 |
|---|
| 115 | 99.9156 |
|---|
| 116 | 99.4502 |
|---|
| 117 | 100.1747 |
|---|
| 118 | 100.3671 |
|---|
| 119 | 100.1604 |
|---|
| 120 | 100.5624 |
|---|
| 121 | 100.0876 |
|---|
| 122 | 100.6567 |
|---|
| 123 | 100.8911 |
|---|
| 124 | 101.6176 |
|---|
| 125 | 101.3761 |
|---|
| 126 | 101.2535 |
|---|
| 127 | 101.3355 |
|---|
| 128 | 101.9646 |
|---|
| 129 | 101.2691 |
|---|
| 130 | 101.7127 |
|---|
| 131 | 101.6422 |
|---|
| 132 | 101.7677 |
|---|
| 133 | 103.0865 |
|---|
| 134 | 103.238 |
|---|
| 135 | 103.3702 |
|---|
| 136 | 103.5158 |
|---|
| 137 | 104.1253 |
|---|
| 138 | 103.1956 |
|---|
| 139 | 103.2811 |
|---|
| 140 | 103.2053 |
|---|
| 141 | 103.2937 |
|---|
| 142 | 103.8198 |
|---|
| 143 | 103.239 |
|---|
| 144 | 103.3444 |
|---|
| 145 | 104.0467 |
|---|
| 146 | 105.5421 |
|---|
| 147 | 106.3403 |
|---|
| 148 | 107.0173 |
|---|
| 149 | 106.7021 |
|---|
| 150 | 106.7193 |
|---|
| 151 | 106.2363 |
|---|
| 152 | 106.1362 |
|---|
| 153 | 107.3511 |
|---|
| 154 | 106.7528 |
|---|
| 155 | 106.6999 |
|---|
| 156 | 105.603 |
|---|
| 157 | 106.3843 |
|---|
| 158 | 106.2953 |
|---|
| 159 | 106.6333 |
|---|
| 160 | 105.9824 |
|---|
| 161 | 104.8434 |
|---|
| 162 | 105.7207 |
|---|
| 163 | 105.9485 |
|---|
| 164 | 105.7692 |
|---|
| 165 | 106.3047 |
|---|
| 166 | 107.4931 |
|---|
| 167 | 106.1633 |
|---|
| 168 | 106.2922 |
|---|
| 169 | 106.8572 |
|---|
| 170 | 106.9458 |
|---|
| 171 | 106.9466 |
|---|
| 172 | 106.5485 |
|---|
| 173 | 106.6363 |
|---|
| 174 | 106.6896 |
|---|
| 175 | 107.8792 |
|---|
| 176 | 107.4384 |
|---|
| 177 | 107.2761 |
|---|
| 178 | 107.4753 |
|---|
| 179 | 107.3526 |
|---|
| 180 | 107.5104 |
|---|
| 181 | 107.9899 |
|---|
| 182 | 107.5937 |
|---|
| 183 | 107.5405 |
|---|
| 184 | 108.1461 |
|---|
| 185 | 108.4041 |
|---|
| 186 | 108.6482 |
|---|
| 187 | 109.0003 |
|---|
| 188 | 109.231 |
|---|
| 189 | 109.3489 |
|---|
| 190 | 109.6209 |
|---|
| 191 | 109.5265 |
|---|
| 192 | 109.3478 |
|---|
| 193 | 108.9132 |
|---|
| 194 | 109.1398 |
|---|
| 195 | 109.6296 |
|---|
| 196 | 109.939 |
|---|
| 197 | 109.9942 |
|---|
| 198 | 110.4564 |
|---|
| 199 | 109.841 |
|---|
| 200 | 110.2617 |
|---|
| 201 | 109.8691 |
|---|
| 202 | 110.1101 |
|---|
| 203 | 109.956 |
|---|
| 204 | 110.2467 |
|---|
| 205 | 110.0724 |
|---|
| 206 | 109.4371 |
|---|
| 207 | 109.1531 |
|---|
| 208 | 109.8713 |
|---|
| 209 | 110.781 |
|---|
| 210 | 110.9355 |
|---|
| 211 | 111.1188 |
|---|
| 212 | 110.5223 |
|---|
| 213 | 110.7526 |
|---|
| 214 | 109.4572 |
|---|
| 215 | 109.6172 |
|---|
| 216 | 110.0212 |
|---|
| 217 | 109.2102 |
|---|
| 218 | 109.6648 |
|---|
| 219 | 109.5583 |
|---|
| 220 | 109.3897 |
|---|
| 221 | 109.8375 |
|---|
| 222 | 110.4085 |
|---|
| 223 | 110.0683 |
|---|
| 224 | 110.7767 |
|---|
| 225 | 110.8411 |
|---|
| 226 | 111.5223 |
|---|
| 227 | 111.4118 |
|---|
| 228 | 111.6605 |
|---|
| 229 | 111.1332 |
|---|
| 230 | 111.2223 |
|---|
| 231 | 110.4611 |
|---|
| 232 | 110.6384 |
|---|
| 233 | 110.6481 |
|---|
| 234 | 110.7487 |
|---|
| 235 | 110.867 |
|---|
| 236 | 110.4055 |
|---|
| 237 | 110.8856 |
|---|
| 238 | 110.0644 |
|---|
| 239 | 109.8077 |
|---|
| 240 | 109.8413 |
|---|
| 241 | 109.8329 |
|---|
| 242 | 109.9204 |
|---|
| 243 | 109.8994 |
|---|
| 244 | 110.021 |
|---|
| 245 | 109.5975 |
|---|
| 246 | 109.6834 |
|---|
| 247 | 109.2441 |
|---|
| 248 | 109.2272 |
|---|
| 249 | 108.7852 |
|---|
| 250 | 108.6379 |
|---|
| 251 | 108.891 |
|---|
| 252 | 109.3998 |
|---|
| 253 | 109.7344 |
|---|
| 254 | 110.2623 |
|---|
| 255 | 110.8412 |
|---|
| 256 | 109.9478 |
|---|
| 257 | 110.3678 |
|---|
| 258 | 109.5621 |
|---|
| 259 | 109.6321 |
|---|
| 260 | 109.5861 |
|---|
| 261 | 109.7714 |
|---|
| 262 | 110.1831 |
|---|
| 263 | 109.8402 |
|---|
| 264 | 108.8262 |
|---|
| 265 | 108.9822 |
|---|
| 266 | 108.5039 |
|---|
| 267 | 108.4629 |
|---|
| 268 | 108.4567 |
|---|
| 269 | 108.4083 |
|---|
| 270 | 108.5442 |
|---|
| 271 | 108.9122 |
|---|
| 272 | 108.5076 |
|---|
| 273 | 108.2207 |
|---|
| 274 | 108.4662 |
|---|
| 275 | 107.9998 |
|---|
| 276 | 108.3988 |
|---|
| 277 | 109.1468 |
|---|
| 278 | 109.5569 |
|---|
| 279 | 109.66 |
|---|
| 280 | 108.8054 |
|---|
| 281 | 108.6925 |
|---|
| 282 | 109.1058 |
|---|
| 283 | 108.6017 |
|---|
| 284 | 108.5076 |
|---|
| 285 | 108.6813 |
|---|
| 286 | 108.8671 |
|---|
| 287 | 108.1607 |
|---|
| 288 | 108.6172 |
|---|
| 289 | 108.4037 |
|---|
| 290 | 109.2957 |
|---|
| 291 | 109.0265 |
|---|
| 292 | 108.7556 |
|---|
| 293 | 108.6113 |
|---|
| 294 | 109.2374 |
|---|
| 295 | 109.1245 |
|---|
| 296 | 109.6664 |
|---|
| 297 | 109.7273 |
|---|
| 298 | 109.1269 |
|---|
| 299 | 109.4174 |
|---|
| 300 | 108.888 |
|---|
| 301 | 110.0814 |
|---|
| 302 | 110.133 |
|---|
| 303 | 110.3593 |
|---|
| 304 | 109.7802 |
|---|
| 305 | 109.6611 |
|---|
| 306 | 109.2726 |
|---|
| 307 | 109.2015 |
|---|
| 308 | 109.0286 |
|---|
| 309 | 109.1932 |
|---|
| 310 | 108.9728 |
|---|
| 311 | 110.1449 |
|---|
| 312 | 110.6943 |
|---|
| 313 | 110.0899 |
|---|
| 314 | 112.637 |
|---|
| 315 | 112.9672 |
|---|
| 316 | 112.7135 |
|---|
| 317 | 112.2044 |
|---|
| 318 | 112.6418 |
|---|
| 319 | 112.6065 |
|---|
| 320 | 111.9739 |
|---|
| 321 | 111.6404 |
|---|
| 322 | 111.408 |
|---|
| 323 | 111.9016 |
|---|
| 324 | 111.5442 |
|---|
| 325 | 111.2736 |
|---|
| 326 | 111.7367 |
|---|
| 327 | 112.2684 |
|---|
| 328 | 112.7034 |
|---|
| 329 | 112.6762 |
|---|
| 330 | 112.7383 |
|---|
| 331 | 112.8317 |
|---|
| 332 | 112.6509 |
|---|
| 333 | 112.4991 |
|---|
| 334 | 113.5736 |
|---|
| 335 | 113.5553 |
|---|
| 336 | 113.6719 |
|---|
| 337 | 113.9107 |
|---|
| 338 | 113.8264 |
|---|
| 339 | 113.885 |
|---|
| 340 | 113.2154 |
|---|
| 341 | 113.5859 |
|---|
| 342 | 113.9402 |
|---|
| 343 | 113.7825 |
|---|
| 344 | 113.6551 |
|---|
| 345 | 113.6993 |
|---|
| 346 | 114.2111 |
|---|
| 347 | 114.7389 |
|---|
| 348 | 114.5477 |
|---|
| 349 | 113.7046 |
|---|
| 350 | 113.4716 |
|---|
| 351 | 113.4613 |
|---|
| 352 | 113.8337 |
|---|
| 353 | 113.1601 |
|---|
| 354 | 112.8259 |
|---|
| 355 | 113.5583 |
|---|
| 356 | 113.0436 |
|---|
| 357 | 113.2718 |
|---|
| 358 | 113.4189 |
|---|
| 359 | 113.8286 |
|---|
| 360 | 114.1073 |
|---|
| 361 | 113.6221 |
|---|
| 362 | 113.0734 |
|---|
| 363 | 113.2973 |
|---|
| 364 | 113.2884 |
|---|
| 365 | 112.7851 |
|---|
| 366 | 112.0276 |
|---|
| +1.80% |
| 0.71 |
| 35 |
| 09.07 → 04.09 | Long | 77.1% | +1.79% | 0.64 | 35 |