Forex currencies
Over 2016 to 2025 (10 years of data), USDRON has tended to move long between 06.10 and 02.11, closing higher in 77.8% of those years for an average +0.41% move and an annualized Sharpe of 1.66.
Best window
06.10 - 02.11
Direction
Long
Win rate
77.8%
Avg return
+0.41%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.11 | Long | 77.8% | +0.41% | 1.66 | 9 |
| 12.10 → 12.11 | Long | 77.8% | +0.41% | 0.49 | 9 |
| 09.10 → 25.10 | Short | 77.8% |
| +0.32% |
| 1.28 |
| 9 |
| 12.10 → 11.11 | Long | 77.8% | +0.31% | 0.36 | 9 |
| 08.10 → 25.10 | Short | 77.8% | +0.29% | 1.13 | 9 |
| 09.10 → 16.10 | Short | 77.8% | +0.29% | 3.37 | 9 |
| 08.10 → 16.10 | Short | 77.8% | +0.27% | 2.94 | 9 |
| 09.10 → 19.10 | Short | 77.8% | +0.27% | 2.29 | 9 |