United States
Over 2020 to 2026 (7 years of data), AABVUSUSD has tended to move long between 07.10 and 11.10, closing higher in 100.0% of those years for an average +0.90% move and an annualized Sharpe of 11.00.
Best window
07.10 - 11.10
Direction
Long
Win rate
100.0%
Avg return
+0.90%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 11.10 | Long | 100.0% | +0.90% | 11.00 | 6 |
| 10.10 → 28.10 | Short | 83.3% | +1.91% | 1.93 | 6 |
| 11.10 → 28.10 | Short | 83.3% |
| +1.88% |
| 1.93 |
| 6 |
| 08.10 → 28.10 | Short | 83.3% | +1.78% | 1.81 | 6 |
| 06.10 → 19.10 | Short | 83.3% | +1.73% | 5.29 | 6 |
| 05.10 → 19.10 | Short | 83.3% | +1.71% | 4.99 | 6 |
| 06.10 → 20.10 | Short | 83.3% | +1.57% | 4.54 | 6 |
| 05.10 → 20.10 | Short | 83.3% | +1.55% | 4.60 | 6 |