Forex currencies
Over 2016 to 2025 (10 years of data), USDILS has tended to move short between 08.10 and 07.12, closing higher in 88.9% of those years for an average +2.47% move and an annualized Sharpe of 2.37.
Best window
08.10 - 07.12
Direction
Short
Win rate
88.9%
Avg return
+2.47%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Short | 88.9% | +2.47% | 2.37 | 9 |
| 09.10 → 07.12 | Short | 88.9% | +2.32% | 2.45 | 9 |
| 08.10 → 06.12 | Short | 88.9% |
| +2.28% |
| 2.20 |
| 9 |
| 08.10 → 05.12 | Short | 88.9% | +2.27% | 2.35 | 9 |
| 08.10 → 03.12 | Short | 88.9% | +2.22% | 2.43 | 9 |
| 11.10 → 03.12 | Short | 88.9% | +2.21% | 2.41 | 9 |
| 12.10 → 03.12 | Short | 88.9% | +2.21% | 2.38 | 9 |
| 07.10 → 06.12 | Short | 88.9% | +2.18% | 2.01 | 9 |