America
Over 2018 to 2025 (8 years of data), USSC2000IDXUSD has tended to move long between 11.10 and 08.12, closing higher in 87.5% of those years for an average +5.86% move and an annualized Sharpe of 2.13.
Best window
11.10 - 08.12
Direction
Long
Win rate
87.5%
Avg return
+5.86%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 87.5% | +5.86% | 2.13 | 8 |
| 11.10 → 25.11 | Long | 87.5% | +5.68% | 2.93 | 8 |
| 09.10 → 08.12 | Long | 87.5% |
| +5.64% |
| 1.76 |
| 8 |
| 10.10 → 08.12 | Long | 87.5% | +5.58% | 1.78 | 8 |
| 11.10 → 28.11 | Long | 87.5% | +5.51% | 2.93 | 8 |
| 11.10 → 09.12 | Long | 87.5% | +5.39% | 1.96 | 8 |
| 11.10 → 07.12 | Long | 87.5% | +5.37% | 2.10 | 8 |
| 11.10 → 27.11 | Long | 87.5% | +5.35% | 2.56 | 8 |