United States
Over 2022 to 2025 (4 years of data), ZSUSUSD has tended to move short between 11.10 and 22.10, closing higher in 100.0% of those years for an average +2.83% move and an annualized Sharpe of 7.87.
Best window
11.10 - 22.10
Direction
Short
Win rate
100.0%
Avg return
+2.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 22.10 | Short | 100.0% | +2.83% | 7.87 | 4 |
| 11.10 → 19.10 | Short | 100.0% | +1.89% | 10.80 | 4 |
| 11.10 → 18.10 | Short | 100.0% |
| +1.26% |
| 10.27 |
| 4 |
| 10.10 → 04.11 | Short | 75.0% | +7.01% | 2.13 | 4 |
| 11.10 → 05.11 | Short | 75.0% | +6.82% | 2.70 | 4 |
| 05.10 → 11.11 | Long | 75.0% | +6.80% | 1.51 | 4 |
| 11.10 → 06.11 | Short | 75.0% | +6.45% | 2.55 | 4 |
| 05.10 → 12.11 | Long | 75.0% | +6.06% | 1.14 | 4 |