United States
Over 2022 to 2025 (4 years of data), USFDUSUSD has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +18.47% move and an annualized Sharpe of 4.58.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+18.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +18.47% | 4.58 | 4 |
| 10.10 → 25.11 | Long | 100.0% | +18.46% | 4.69 | 4 |
| 11.10 → 30.11 | Long | 100.0% |
| +18.46% |
| 3.86 |
| 4 |
| 10.10 → 30.11 | Long | 100.0% | +18.44% | 3.94 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +18.41% | 3.94 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +18.40% | 4.01 | 4 |
| 08.10 → 25.11 | Long | 100.0% | +18.31% | 4.46 | 4 |
| 08.10 → 30.11 | Long | 100.0% | +18.29% | 3.76 | 4 |