

Over 1990 to 2025 (36 years of data), USATECHIDXUSD has tended to move long between 16.08 and 07.09, closing higher in 77.1% of those years for an average +0.72% move and an annualized Sharpe of 0.56.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0054 |
| 3 | 100.157 |
| 4 | 100.0475 |
| 5 | 99.9659 |
| 6 | 100.1544 |
| 7 | 99.9815 |
| 8 | 100.5203 |
| 9 | 100.5656 |
| 10 | 100.7608 |
| 11 | 100.9901 |
| 12 | 101.1911 |
| 13 | 100.812 |
| 14 | 100.9739 |
| 15 | 100.8966 |
| 16 | 100.9732 |
| 17 | 101.243 |
| 18 | 101.3441 |
| 19 | 101.4338 |
| 20 | 101.657 |
| 21 | 101.5815 |
| 22 | 101.9477 |
| 23 | 102.3606 |
| 24 | 102.0552 |
| 25 | 102.1177 |
| 26 | 102.318 |
| 27 | 101.6497 |
| 28 | 101.738 |
| 29 | 101.8557 |
| 30 | 101.8729 |
| 31 | 101.8886 |
| 32 | 102.8708 |
| 33 | 102.5988 |
| 34 | 102.7081 |
| 35 | 102.8906 |
| 36 | 102.7123 |
| 37 | 102.8972 |
| 38 | 103.0188 |
| 39 | 102.7918 |
| 40 | 103.0497 |
| 41 | 103.1178 |
| 42 | 103.1037 |
| 43 | 103.5279 |
| 44 | 103.9137 |
| 45 | 104.3183 |
| 46 | 104.7918 |
| 47 | 104.6427 |
| 48 | 104.5678 |
| 49 | 104.4536 |
| 50 | 104.5288 |
| 51 | 104.2359 |
| 52 | 103.7175 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 07.09 | Long | 77.1% | +0.72% | 0.56 | 35 |
| 16.08 → 28.09 | Long | 77.1% | +0.71% | 0.25 | 35 |
| 18.08 → 29.09 | Long | 77.1% | +0.06% | 0.02 | 35 |
| 16.08 → 12.09 | Long | 74.3% | +1.48% | 1.14 | 35 |
| 16.08 → 13.09 | Long | 74.3% | +1.44% | 0.97 | 35 |
| 16.08 → 16.09 | Long | 74.3% | +1.34% | 0.74 | 35 |
| 20.08 → 20.09 | Long | 74.3% |
| 53 |
|---|
| 103.8514 |
| 54 | 103.4494 |
|---|
| 55 | 103.5825 |
|---|
| 56 | 103.3644 |
|---|
| 57 | 103.3741 |
|---|
| 58 | 102.7545 |
|---|
| 59 | 103.147 |
|---|
| 60 | 103.1049 |
|---|
| 61 | 103.4735 |
|---|
| 62 | 103.6694 |
|---|
| 63 | 103.202 |
|---|
| 64 | 103.7738 |
|---|
| 65 | 103.0984 |
|---|
| 66 | 102.4988 |
|---|
| 67 | 102.5353 |
|---|
| 68 | 102.5548 |
|---|
| 69 | 101.9803 |
|---|
| 70 | 102.2658 |
|---|
| 71 | 102.3992 |
|---|
| 72 | 101.413 |
|---|
| 73 | 102.2607 |
|---|
| 74 | 102.5127 |
|---|
| 75 | 102.4847 |
|---|
| 76 | 102.435 |
|---|
| 77 | 102.4781 |
|---|
| 78 | 102.6729 |
|---|
| 79 | 102.7133 |
|---|
| 80 | 102.6627 |
|---|
| 81 | 102.6575 |
|---|
| 82 | 102.2102 |
|---|
| 83 | 102.7173 |
|---|
| 84 | 103.028 |
|---|
| 85 | 103.1024 |
|---|
| 86 | 103.2066 |
|---|
| 87 | 102.8324 |
|---|
| 88 | 103.2846 |
|---|
| 89 | 103.3311 |
|---|
| 90 | 103.8931 |
|---|
| 91 | 104.0805 |
|---|
| 92 | 103.4858 |
|---|
| 93 | 103.5225 |
|---|
| 94 | 103.1112 |
|---|
| 95 | 102.6798 |
|---|
| 96 | 102.3431 |
|---|
| 97 | 103.2562 |
|---|
| 98 | 102.9331 |
|---|
| 99 | 104.1692 |
|---|
| 100 | 103.9449 |
|---|
| 101 | 103.5122 |
|---|
| 102 | 103.5781 |
|---|
| 103 | 103.8983 |
|---|
| 104 | 103.8194 |
|---|
| 105 | 104.1602 |
|---|
| 106 | 103.906 |
|---|
| 107 | 104.0949 |
|---|
| 108 | 104.1393 |
|---|
| 109 | 104.0224 |
|---|
| 110 | 103.7981 |
|---|
| 111 | 103.6645 |
|---|
| 112 | 103.6952 |
|---|
| 113 | 104.0671 |
|---|
| 114 | 104.3476 |
|---|
| 115 | 104.5082 |
|---|
| 116 | 104.7999 |
|---|
| 117 | 104.9809 |
|---|
| 118 | 105.1699 |
|---|
| 119 | 104.8602 |
|---|
| 120 | 105.136 |
|---|
| 121 | 104.8307 |
|---|
| 122 | 104.9404 |
|---|
| 123 | 105.199 |
|---|
| 124 | 105.2237 |
|---|
| 125 | 104.7042 |
|---|
| 126 | 104.7269 |
|---|
| 127 | 104.7723 |
|---|
| 128 | 105.0668 |
|---|
| 129 | 104.9861 |
|---|
| 130 | 105.1259 |
|---|
| 131 | 105.0889 |
|---|
| 132 | 105.0574 |
|---|
| 133 | 104.9428 |
|---|
| 134 | 105.3206 |
|---|
| 135 | 105.4609 |
|---|
| 136 | 105.5554 |
|---|
| 137 | 105.5199 |
|---|
| 138 | 105.0495 |
|---|
| 139 | 105.3053 |
|---|
| 140 | 105.1986 |
|---|
| 141 | 105.4325 |
|---|
| 142 | 105.7412 |
|---|
| 143 | 105.4099 |
|---|
| 144 | 105.5361 |
|---|
| 145 | 105.9967 |
|---|
| 146 | 106.5232 |
|---|
| 147 | 107.005 |
|---|
| 148 | 107.1707 |
|---|
| 149 | 106.872 |
|---|
| 150 | 107.1384 |
|---|
| 151 | 106.8919 |
|---|
| 152 | 106.7412 |
|---|
| 153 | 106.9909 |
|---|
| 154 | 106.7227 |
|---|
| 155 | 107.0517 |
|---|
| 156 | 107.0435 |
|---|
| 157 | 107.5422 |
|---|
| 158 | 107.8582 |
|---|
| 159 | 107.7575 |
|---|
| 160 | 107.5468 |
|---|
| 161 | 107.5145 |
|---|
| 162 | 107.4913 |
|---|
| 163 | 106.9103 |
|---|
| 164 | 107.0918 |
|---|
| 165 | 107.1839 |
|---|
| 166 | 107.1461 |
|---|
| 167 | 107.1016 |
|---|
| 168 | 107.4836 |
|---|
| 169 | 107.6747 |
|---|
| 170 | 107.8675 |
|---|
| 171 | 107.7812 |
|---|
| 172 | 107.9134 |
|---|
| 173 | 107.7749 |
|---|
| 174 | 108.3656 |
|---|
| 175 | 108.6175 |
|---|
| 176 | 107.8488 |
|---|
| 177 | 107.8989 |
|---|
| 178 | 107.8475 |
|---|
| 179 | 108.0023 |
|---|
| 180 | 107.7849 |
|---|
| 181 | 108.4925 |
|---|
| 182 | 108.9035 |
|---|
| 183 | 109.3247 |
|---|
| 184 | 109.5464 |
|---|
| 185 | 109.6924 |
|---|
| 186 | 109.9101 |
|---|
| 187 | 110.1306 |
|---|
| 188 | 110.5356 |
|---|
| 189 | 110.2017 |
|---|
| 190 | 110.7594 |
|---|
| 191 | 111.0235 |
|---|
| 192 | 110.9869 |
|---|
| 193 | 111.1049 |
|---|
| 194 | 111.3214 |
|---|
| 195 | 111.5096 |
|---|
| 196 | 111.8141 |
|---|
| 197 | 111.7047 |
|---|
| 198 | 111.8349 |
|---|
| 199 | 111.8117 |
|---|
| 200 | 112.164 |
|---|
| 201 | 112.1611 |
|---|
| 202 | 112.5318 |
|---|
| 203 | 112.604 |
|---|
| 204 | 112.8601 |
|---|
| 205 | 112.5422 |
|---|
| 206 | 112.1284 |
|---|
| 207 | 112.1058 |
|---|
| 208 | 111.9081 |
|---|
| 209 | 112.7422 |
|---|
| 210 | 112.6329 |
|---|
| 211 | 112.8374 |
|---|
| 212 | 112.5241 |
|---|
| 213 | 112.618 |
|---|
| 214 | 112.0689 |
|---|
| 215 | 112.1178 |
|---|
| 216 | 112.1835 |
|---|
| 217 | 111.5251 |
|---|
| 218 | 111.8472 |
|---|
| 219 | 112.0388 |
|---|
| 220 | 111.6602 |
|---|
| 221 | 112.1273 |
|---|
| 222 | 111.8856 |
|---|
| 223 | 112.0382 |
|---|
| 224 | 112.2369 |
|---|
| 225 | 112.7083 |
|---|
| 226 | 112.8735 |
|---|
| 227 | 112.7646 |
|---|
| 228 | 112.9409 |
|---|
| 229 | 112.6409 |
|---|
| 230 | 112.3924 |
|---|
| 231 | 112.166 |
|---|
| 232 | 112.0035 |
|---|
| 233 | 111.8481 |
|---|
| 234 | 112.193 |
|---|
| 235 | 112.4833 |
|---|
| 236 | 112.1054 |
|---|
| 237 | 112.0589 |
|---|
| 238 | 112.5448 |
|---|
| 239 | 112.7844 |
|---|
| 240 | 112.8534 |
|---|
| 241 | 113.3935 |
|---|
| 242 | 113.5576 |
|---|
| 243 | 113.5047 |
|---|
| 244 | 113.2715 |
|---|
| 245 | 113.4079 |
|---|
| 246 | 113.387 |
|---|
| 247 | 112.8047 |
|---|
| 248 | 112.7721 |
|---|
| 249 | 112.5623 |
|---|
| 250 | 112.8765 |
|---|
| 251 | 113.1063 |
|---|
| 252 | 112.6205 |
|---|
| 253 | 112.9062 |
|---|
| 254 | 113.1409 |
|---|
| 255 | 113.2692 |
|---|
| 256 | 113.2567 |
|---|
| 257 | 113.4975 |
|---|
| 258 | 113.6317 |
|---|
| 259 | 113.9323 |
|---|
| 260 | 113.7043 |
|---|
| 261 | 113.7836 |
|---|
| 262 | 113.879 |
|---|
| 263 | 113.5028 |
|---|
| 264 | 112.9371 |
|---|
| 265 | 112.8074 |
|---|
| 266 | 112.8638 |
|---|
| 267 | 112.5539 |
|---|
| 268 | 112.4201 |
|---|
| 269 | 112.6243 |
|---|
| 270 | 112.5648 |
|---|
| 271 | 112.3616 |
|---|
| 272 | 112.2929 |
|---|
| 273 | 112.0839 |
|---|
| 274 | 112.2464 |
|---|
| 275 | 112.1112 |
|---|
| 276 | 111.936 |
|---|
| 277 | 112.3109 |
|---|
| 278 | 112.9052 |
|---|
| 279 | 113.1059 |
|---|
| 280 | 112.583 |
|---|
| 281 | 112.48 |
|---|
| 282 | 112.4936 |
|---|
| 283 | 112.2206 |
|---|
| 284 | 112.4526 |
|---|
| 285 | 112.4714 |
|---|
| 286 | 112.8807 |
|---|
| 287 | 112.8991 |
|---|
| 288 | 113.0236 |
|---|
| 289 | 113.2678 |
|---|
| 290 | 113.6199 |
|---|
| 291 | 113.5921 |
|---|
| 292 | 113.4439 |
|---|
| 293 | 113.1085 |
|---|
| 294 | 113.6517 |
|---|
| 295 | 113.6609 |
|---|
| 296 | 114.202 |
|---|
| 297 | 114.048 |
|---|
| 298 | 114.03 |
|---|
| 299 | 114.1003 |
|---|
| 300 | 114.2905 |
|---|
| 301 | 114.9739 |
|---|
| 302 | 114.5372 |
|---|
| 303 | 114.8106 |
|---|
| 304 | 114.6478 |
|---|
| 305 | 114.435 |
|---|
| 306 | 114.4437 |
|---|
| 307 | 114.7518 |
|---|
| 308 | 114.8169 |
|---|
| 309 | 115.0807 |
|---|
| 310 | 115.3258 |
|---|
| 311 | 115.9386 |
|---|
| 312 | 116.2887 |
|---|
| 313 | 115.5085 |
|---|
| 314 | 116.1176 |
|---|
| 315 | 116.1118 |
|---|
| 316 | 116.0452 |
|---|
| 317 | 115.8509 |
|---|
| 318 | 115.876 |
|---|
| 319 | 115.8855 |
|---|
| 320 | 115.9521 |
|---|
| 321 | 115.7001 |
|---|
| 322 | 115.7507 |
|---|
| 323 | 115.5855 |
|---|
| 324 | 115.5255 |
|---|
| 325 | 115.504 |
|---|
| 326 | 115.6967 |
|---|
| 327 | 115.6681 |
|---|
| 328 | 116.0608 |
|---|
| 329 | 116.2568 |
|---|
| 330 | 116.4248 |
|---|
| 331 | 116.6271 |
|---|
| 332 | 117.2289 |
|---|
| 333 | 117.1671 |
|---|
| 334 | 117.915 |
|---|
| 335 | 117.7278 |
|---|
| 336 | 117.6635 |
|---|
| 337 | 117.4061 |
|---|
| 338 | 117.2474 |
|---|
| 339 | 117.3101 |
|---|
| 340 | 117.3811 |
|---|
| 341 | 117.5758 |
|---|
| 342 | 117.6362 |
|---|
| 343 | 117.4961 |
|---|
| 344 | 117.4437 |
|---|
| 345 | 117.3783 |
|---|
| 346 | 117.6257 |
|---|
| 347 | 117.4943 |
|---|
| 348 | 117.1614 |
|---|
| 349 | 117.1012 |
|---|
| 350 | 116.9849 |
|---|
| 351 | 116.8663 |
|---|
| 352 | 117.357 |
|---|
| 353 | 116.9572 |
|---|
| 354 | 117.1057 |
|---|
| 355 | 117.1802 |
|---|
| 356 | 117.1156 |
|---|
| 357 | 117.4317 |
|---|
| 358 | 117.2427 |
|---|
| 359 | 117.4052 |
|---|
| 360 | 118.0995 |
|---|
| 361 | 117.9696 |
|---|
| 362 | 117.7574 |
|---|
| 363 | 117.8771 |
|---|
| 364 | 117.7009 |
|---|
| 365 | 117.4257 |
|---|
| 366 | 117.9078 |
|---|
| +1.24% |
| 0.59 |
| 35 |
| 17.08 → 20.09 | Long | 74.3% | +1.17% | 0.52 | 35 |