United States
Over 2017 to 2025 (9 years of data), USBUSUSD has tended to move long between 05.10 and 02.12, closing higher in 88.9% of those years for an average +10.44% move and an annualized Sharpe of 2.57.
Best window
05.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+10.44%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 88.9% | +10.44% | 2.57 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +10.24% | 3.12 | 9 |
| 08.10 → 02.12 | Long | 88.9% |
| +10.17% |
| 2.80 |
| 9 |
| 09.10 → 02.12 | Long | 88.9% | +10.11% | 2.72 | 9 |
| 07.10 → 02.12 | Long | 88.9% | +10.10% | 2.67 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +9.85% | 2.71 | 9 |
| 05.10 → 03.12 | Long | 88.9% | +9.83% | 2.34 | 9 |
| 05.10 → 01.12 | Long | 88.9% | +9.66% | 2.29 | 9 |