United States
Over 2017 to 2026 (10 years of data), AAPLUSUSD has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +1.42% move and an annualized Sharpe of 19.63.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+1.42%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +1.42% | 19.63 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +7.48% | 1.53 | 9 |
| 06.10 → 01.12 | Long | 88.9% |
| +7.00% |
| 1.85 |
| 9 |
| 09.10 → 08.12 | Long | 88.9% | +6.98% | 1.38 | 9 |
| 12.10 → 10.12 | Long | 88.9% | +6.96% | 1.40 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +6.87% | 1.82 | 9 |
| 11.10 → 08.12 | Long | 88.9% | +6.85% | 1.50 | 9 |
| 07.10 → 01.12 | Long | 88.9% | +6.83% | 1.93 | 9 |