United States
Over 2017 to 2026 (10 years of data), AALUSUSD has tended to move long between 10.10 and 06.12, closing higher in 88.9% of those years for an average +15.79% move and an annualized Sharpe of 2.43.
Best window
10.10 - 06.12
Direction
Long
Win rate
88.9%
Avg return
+15.79%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.12 | Long | 88.9% | +15.79% | 2.43 | 9 |
| 11.10 → 06.12 | Long | 88.9% | +15.71% | 2.38 | 9 |
| 08.10 → 06.12 | Long | 88.9% |
| +15.08% |
| 2.21 |
| 9 |
| 10.10 → 05.12 | Long | 88.9% | +14.93% | 2.28 | 9 |
| 10.10 → 08.12 | Long | 88.9% | +14.90% | 2.25 | 9 |
| 07.10 → 06.12 | Long | 88.9% | +14.82% | 2.02 | 9 |
| 11.10 → 08.12 | Long | 88.9% | +14.81% | 2.21 | 9 |
| 10.10 → 09.12 | Long | 88.9% | +14.59% | 2.21 | 9 |