United States
Over 2022 to 2025 (4 years of data), ZTSUSUSD has tended to move short between 06.10 and 06.11, closing higher in 100.0% of those years for an average +10.57% move and an annualized Sharpe of 7.18.
Best window
06.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+10.57%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Short | 100.0% | +10.57% | 7.18 | 4 |
| 07.10 → 06.11 | Short | 100.0% | +10.45% | 8.00 | 4 |
| 06.10 → 05.11 | Short | 100.0% |
| +9.79% |
| 6.67 |
| 4 |
| 06.10 → 04.11 | Short | 100.0% | +9.76% | 8.11 | 4 |
| 12.10 → 06.11 | Short | 100.0% | +9.75% | 10.53 | 4 |
| 10.10 → 06.11 | Short | 100.0% | +9.68% | 8.43 | 4 |
| 07.10 → 05.11 | Short | 100.0% | +9.66% | 7.42 | 4 |
| 07.10 → 04.11 | Short | 100.0% | +9.64% | 9.75 | 4 |