United States
Over 2022 to 2025 (4 years of data), ZTSUSUSD has tended to move short between 19.09 and 06.11, closing higher in 100.0% of those years for an average +13.24% move and an annualized Sharpe of 9.82.
Best window
19.09 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+13.24%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 06.11 | Short | 100.0% | +13.24% | 9.82 | 4 |
| 15.09 → 06.11 | Short | 100.0% | +13.17% | 8.59 | 4 |
| 18.09 → 06.11 | Short | 100.0% |
| +13.05% |
| 10.06 |
| 4 |
| 17.09 → 06.11 | Short | 100.0% | +12.88% | 9.43 | 4 |
| 20.09 → 06.11 | Short | 100.0% | +12.77% | 11.50 | 4 |
| 16.09 → 06.11 | Short | 100.0% | +12.65% | 9.74 | 4 |
| 19.09 → 05.11 | Short | 100.0% | +12.49% | 9.70 | 4 |
| 19.09 → 04.11 | Short | 100.0% | +12.45% | 13.27 | 4 |