United States
Over 2017 to 2025 (9 years of data), VALEUSUSD has tended to move long between 11.10 and 07.11, closing higher in 88.9% of those years for an average +2.60% move and an annualized Sharpe of 1.16.
Best window
11.10 - 07.11
Direction
Long
Win rate
88.9%
Avg return
+2.60%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 88.9% | +2.60% | 1.16 | 9 |
| 08.10 → 07.11 | Long | 77.8% | +2.93% | 1.18 | 9 |
| 11.10 → 06.11 | Long | 77.8% |
| +2.66% |
| 1.15 |
| 9 |
| 11.10 → 05.11 | Long | 77.8% | +2.15% | 0.82 | 9 |
| 11.10 → 08.11 | Long | 77.8% | +2.02% | 0.85 | 9 |
| 10.10 → 18.10 | Short | 77.8% | +1.16% | 2.84 | 9 |
| 11.10 → 24.10 | Short | 77.8% | +1.11% | 1.36 | 9 |
| 08.10 → 15.10 | Long | 77.8% | +1.01% | 1.80 | 9 |