

America
Over 1990 to 2025 (36 years of data), USATECHIDXUSD has tended to move long between 10.10 and 06.11, closing higher in 85.7% of those years for an average +5.28% move and an annualized Sharpe of 2.51.
Best window
10.10 - 06.11
Direction
Long
Win rate
85.7%
Avg return
+5.28%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.11 | Long | 85.7% | +5.28% | 2.51 | 35 |
| 08.10 → 05.11 | Long | 85.7% | +4.84% | 2.38 | 35 |
| 11.10 → 02.12 | Long | 83.3% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0644 |
| 3 | 100.7784 |
| 4 | 100.405 |
| 5 | 100.3017 |
| 6 | 100.5844 |
| 7 | 100.5329 |
| 8 | 100.7707 |
| 9 | 100.6985 |
| 10 | 101.2645 |
| 11 | 101.454 |
| 12 | 101.3573 |
| 13 | 101.4359 |
| 14 | 101.6284 |
| 15 | 101.4688 |
| 16 | 101.5968 |
| 17 | 101.8001 |
| 18 | 101.9392 |
| 19 | 102.078 |
| 20 | 101.89 |
| 21 | 101.7891 |
| 22 | 101.7384 |
| 23 | 102.1897 |
| 24 | 101.9853 |
| 25 | 101.8485 |
| 26 | 102.0384 |
| 27 | 101.625 |
| 28 | 101.7855 |
| 29 | 101.799 |
| 30 | 101.8522 |
| 31 | 102.1052 |
| 32 | 102.7758 |
| 33 | 102.6041 |
| 34 | 102.8766 |
| 35 | 102.5609 |
| 36 | 102.3823 |
| 37 | 102.6575 |
| 38 | 102.578 |
| 39 | 102.7852 |
| 40 | 102.4343 |
| 41 | 102.4954 |
| 42 | 102.7898 |
| 43 | 102.9561 |
| 44 | 102.9762 |
| 45 | 103.311 |
| 46 | 103.6511 |
| 47 | 103.2975 |
| 48 | 103.0487 |
| 49 | 103.0071 |
| 50 | 102.8893 |
| 51 | 102.6668 |
| 52 | 102.2051 |
| 53 | 102.4296 |
| 54 | 102.3541 |
| 55 | 102.5366 |
| 56 | 102.6469 |
| 57 | 102.5203 |
| 58 | 101.7848 |
| 59 | 101.8786 |
| 60 | 102.1576 |
| 61 | 101.9575 |
| 62 | 101.9742 |
| 63 | 102.1605 |
| 64 | 102.466 |
| 65 | 102.3615 |
| 66 | 101.969 |
| 67 | 102.0503 |
| 68 | 101.5783 |
| 69 | 101.7075 |
| 70 | 101.6933 |
| 71 | 101.6255 |
| 72 | 101.5584 |
| 73 | 101.9849 |
| 74 | 101.8818 |
| 75 | 101.6652 |
| 76 | 101.9793 |
| 77 | 102.2336 |
| 78 | 102.4393 |
| 79 | 102.0437 |
| 80 | 101.9144 |
| 81 | 102.0574 |
| 82 | 102.052 |
| 83 | 102.1628 |
| 84 | 102.6115 |
| 85 | 102.952 |
| 86 | 102.9005 |
| 87 | 102.3091 |
| 88 | 102.3468 |
| 89 | 102.3097 |
| 90 | 102.2992 |
| 91 | 102.5963 |
| 92 | 102.4303 |
| 93 | 102.3963 |
| 94 | 101.9462 |
| 95 | 102.3222 |
| 96 | 101.9359 |
| 97 | 102.3624 |
| 98 | 102.2997 |
| 99 | 102.7075 |
| 100 | 102.9201 |
| 101 | 102.4282 |
| 102 | 102.5156 |
| 103 | 102.3074 |
| 104 | 102.2091 |
| 105 | 102.0621 |
| 106 | 102.0321 |
| 107 | 102.2959 |
| 108 | 102.7656 |
| 109 | 102.9164 |
| 110 | 102.786 |
| 111 | 102.8018 |
| 112 | 102.9847 |
| 113 | 103.069 |
| 114 | 103.246 |
| 115 | 103.2633 |
| 116 | 103.4162 |
| 117 | 103.3443 |
| 118 | 103.5406 |
| 119 | 103.5487 |
| 120 | 103.8508 |
| 121 | 103.784 |
| 122 | 104.2254 |
| 123 | 104.0328 |
| 124 | 104.1827 |
| 125 | 104.1422 |
| 126 | 103.9658 |
| 127 | 103.7481 |
| 128 | 104.2463 |
| 129 | 103.9554 |
| 130 | 103.7962 |
| 131 | 103.5956 |
| 132 | 103.9071 |
| 133 | 103.8035 |
| 134 | 104.0003 |
| 135 | 103.9831 |
| 136 | 104.2822 |
| 137 | 104.553 |
| 138 | 104.3019 |
| 139 | 104.4573 |
| 140 | 104.0687 |
| 141 | 104.2496 |
| 142 | 104.3659 |
| 143 | 104.2364 |
| 144 | 103.9804 |
| 145 | 104.2677 |
| 146 | 104.6587 |
| 147 | 105.1432 |
| 148 | 105.3837 |
| 149 | 105.0791 |
| 150 | 104.9931 |
| 151 | 105.3079 |
| 152 | 105.3235 |
| 153 | 105.8485 |
| 154 | 105.559 |
| 155 | 105.7957 |
| 156 | 106.0792 |
| 157 | 106.0949 |
| 158 | 105.8756 |
| 159 | 105.731 |
| 160 | 105.6866 |
| 161 | 105.5091 |
| 162 | 105.3444 |
| 163 | 104.9857 |
| 164 | 104.8803 |
| 165 | 105.0348 |
| 166 | 105.0194 |
| 167 | 105.4751 |
| 168 | 105.8352 |
| 169 | 105.6234 |
| 170 | 105.5386 |
| 171 | 105.6828 |
| 172 | 105.6655 |
| 173 | 105.4609 |
| 174 | 105.4843 |
| 175 | 105.4833 |
| 176 | 105.0633 |
| 177 | 105.1308 |
| 178 | 105.0743 |
| 179 | 105.4126 |
| 180 | 105.5162 |
| 181 | 105.7459 |
| 182 | 105.9665 |
| 183 | 106.1421 |
| 184 | 106.1464 |
| 185 | 106.2118 |
| 186 | 106.3608 |
| 187 | 106.0394 |
| 188 | 106.498 |
| 189 | 106.6247 |
| 190 | 106.9807 |
| 191 | 106.8788 |
| 192 | 107.1372 |
| 193 | 107.2403 |
| 194 | 107.703 |
| 195 | 108.047 |
| 196 | 108.5249 |
| 197 | 108.1688 |
| 198 | 108.4588 |
| 199 | 108.1815 |
| 200 | 108.0458 |
| 201 | 107.8338 |
| 202 | 107.9225 |
| 203 | 107.8407 |
| 204 | 107.7655 |
| 205 | 107.6493 |
| 206 | 107.4092 |
| 207 | 107.6962 |
| 208 | 107.7219 |
| 209 | 107.9772 |
| 210 | 107.8273 |
| 211 | 108.1762 |
| 212 | 107.9607 |
| 213 | 108.0125 |
| 214 | 107.8464 |
| 215 | 107.809 |
| 216 | 107.8234 |
| 217 | 107.3086 |
| 218 | 107.6235 |
| 219 | 107.7825 |
| 220 | 107.6448 |
| 221 | 107.8251 |
| 222 | 107.5809 |
| 223 | 107.6063 |
| 224 | 107.7735 |
| 225 | 108.0259 |
| 226 | 108.2418 |
| 227 | 108.202 |
| 228 | 108.4867 |
| 229 | 108.4964 |
| 230 | 108.6906 |
| 231 | 108.5863 |
| 232 | 108.5999 |
| 233 | 108.5182 |
| 234 | 108.7944 |
| 235 | 108.9515 |
| 236 | 108.9735 |
| 237 | 109.0804 |
| 238 | 109.1291 |
| 239 | 108.997 |
| 240 | 108.6854 |
| 241 | 109.0873 |
| 242 | 108.891 |
| 243 | 108.5947 |
| 244 | 108.7822 |
| 245 | 109.0572 |
| 246 | 109.0959 |
| 247 | 108.904 |
| 248 | 108.7033 |
| 249 | 108.4505 |
| 250 | 108.3804 |
| 251 | 108.9456 |
| 252 | 108.6863 |
| 253 | 108.7437 |
| 254 | 109.2712 |
| 255 | 109.3237 |
| 256 | 109.313 |
| 257 | 109.6601 |
| 258 | 109.7452 |
| 259 | 109.8069 |
| 260 | 109.3721 |
| 261 | 109.4475 |
| 262 | 109.4584 |
| 263 | 109.5669 |
| 264 | 109.1539 |
| 265 | 109.1226 |
| 266 | 108.8084 |
| 267 | 108.6287 |
| 268 | 108.8017 |
| 269 | 108.6301 |
| 270 | 108.4988 |
| 271 | 108.6391 |
| 272 | 108.744 |
| 273 | 107.9548 |
| 274 | 108.1549 |
| 275 | 107.9335 |
| 276 | 107.8521 |
| 277 | 107.777 |
| 278 | 108.2683 |
| 279 | 108.27 |
| 280 | 107.8499 |
| 281 | 107.6822 |
| 282 | 107.6286 |
| 283 | 107.7466 |
| 284 | 108.1472 |
| 285 | 108.3535 |
| 286 | 108.37 |
| 287 | 109.3126 |
| 288 | 109.4896 |
| 289 | 109.2283 |
| 290 | 109.3572 |
| 291 | 109.2596 |
| 292 | 109.2817 |
| 293 | 109.5262 |
| 294 | 110.2256 |
| 295 | 110.1626 |
| 296 | 110.1843 |
| 297 | 110.0436 |
| 298 | 109.9829 |
| 299 | 109.7943 |
| 300 | 109.6689 |
| 301 | 110.3414 |
| 302 | 110.5378 |
| 303 | 110.6427 |
| 304 | 110.7204 |
| 305 | 110.9922 |
| 306 | 111.1983 |
| 307 | 111.6285 |
| 308 | 111.6886 |
| 309 | 112.287 |
| 310 | 112.5995 |
| 311 | 112.4823 |
| 312 | 112.7106 |
| 313 | 112.2208 |
| 314 | 112.5558 |
| 315 | 112.3071 |
| 316 | 112.3307 |
| 317 | 112.4459 |
| 318 | 112.7292 |
| 319 | 112.5829 |
| 320 | 112.7652 |
| 321 | 112.4617 |
| 322 | 112.4448 |
| 323 | 112.4169 |
| 324 | 112.1762 |
| 325 | 112.0439 |
| 326 | 112.1014 |
| 327 | 112.2478 |
| 328 | 112.6014 |
| 329 | 113.2649 |
| 330 | 113.277 |
| 331 | 113.5967 |
| 332 | 113.9508 |
| 333 | 113.7535 |
| 334 | 113.6919 |
| 335 | 113.9071 |
| 336 | 113.9565 |
| 337 | 113.836 |
| 338 | 114.1934 |
| 339 | 114.254 |
| 340 | 114.8582 |
| 341 | 114.6832 |
| 342 | 114.614 |
| 343 | 114.6011 |
| 344 | 114.6317 |
| 345 | 114.4948 |
| 346 | 114.5128 |
| 347 | 114.1927 |
| 348 | 113.6072 |
| 349 | 113.5886 |
| 350 | 113.5884 |
| 351 | 113.561 |
| 352 | 113.8209 |
| 353 | 113.6204 |
| 354 | 113.4943 |
| 355 | 113.7289 |
| 356 | 113.851 |
| 357 | 114.4277 |
| 358 | 114.301 |
| 359 | 114.4234 |
| 360 | 114.8641 |
| 361 | 114.7622 |
| 362 | 114.6972 |
| 363 | 115.0862 |
| 364 | 114.9186 |
| 365 | 114.7368 |
| 366 | 114.9636 |
| +6.27% |
| 1.66 |
| 36 |
| 11.10 → 03.12 | Long | 83.3% | +6.14% | 1.72 | 36 |
| 11.10 → 01.12 | Long | 83.3% | +6.05% | 1.61 | 36 |
| 05.10 → 24.11 | Long | 83.3% | +5.48% | 1.29 | 36 |
| 05.10 → 25.11 | Long | 83.3% | +5.40% | 1.24 | 36 |
| 11.10 → 07.11 | Long | 83.3% | +4.46% | 2.67 | 36 |