United States
Over 2022 to 2025 (4 years of data), ZUSUSD has tended to move long between 10.10 and 03.12, closing higher in 100.0% of those years for an average +19.58% move and an annualized Sharpe of 3.18.
Best window
10.10 - 03.12
Direction
Long
Win rate
100.0%
Avg return
+19.58%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 03.12 | Long | 100.0% | +19.58% | 3.18 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +19.15% | 2.82 | 4 |
| 10.10 → 04.12 | Long | 100.0% |
| +18.81% |
| 3.15 |
| 4 |
| 08.10 → 03.12 | Long | 100.0% | +18.30% | 3.04 | 4 |
| 09.10 → 03.12 | Long | 100.0% | +18.24% | 3.29 | 4 |
| 10.10 → 05.12 | Long | 100.0% | +17.90% | 3.01 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +17.82% | 2.84 | 4 |
| 10.10 → 06.12 | Long | 100.0% | +17.74% | 2.94 | 4 |