Forex currencies
Over 2017 to 2025 (9 years of data), USDTHB has tended to move short between 09.10 and 08.12, closing higher in 88.9% of those years for an average +2.33% move and an annualized Sharpe of 2.39.
Best window
09.10 - 08.12
Direction
Short
Win rate
88.9%
Avg return
+2.33%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Short | 88.9% | +2.33% | 2.39 | 9 |
| 10.10 → 08.12 | Short | 88.9% | +2.30% | 2.35 | 9 |
| 09.10 → 07.12 | Short | 88.9% |
| +2.27% |
| 2.41 |
| 9 |
| 11.10 → 08.12 | Short | 88.9% | +2.26% | 2.16 | 9 |
| 10.10 → 07.12 | Short | 88.9% | +2.23% | 2.37 | 9 |
| 11.10 → 07.12 | Short | 88.9% | +2.20% | 2.23 | 9 |
| 10.10 → 09.12 | Short | 88.9% | +2.19% | 2.26 | 9 |
| 08.10 → 07.12 | Short | 88.9% | +2.18% | 2.23 | 9 |