United States
Over 2020 to 2025 (6 years of data), ZMUSUSD has tended to move long between 09.10 and 17.10, closing higher in 100.0% of those years for an average +5.96% move and an annualized Sharpe of 5.58.
Best window
09.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+5.96%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 17.10 | Long | 100.0% | +5.96% | 5.58 | 6 |
| 08.10 → 17.10 | Long | 100.0% | +5.38% | 4.98 | 6 |
| 09.10 → 20.10 | Long | 83.3% |
| +7.09% |
| 5.82 |
| 6 |
| 09.10 → 25.10 | Long | 83.3% | +6.84% | 5.91 | 6 |
| 09.10 → 27.10 | Long | 83.3% | +6.69% | 4.83 | 6 |
| 09.10 → 26.10 | Long | 83.3% | +6.62% | 5.24 | 6 |
| 09.10 → 28.10 | Long | 83.3% | +6.60% | 5.15 | 6 |
| 09.10 → 18.10 | Long | 83.3% | +6.59% | 6.06 | 6 |