United States
Over 2022 to 2026 (5 years of data), AAPUSUSD has tended to move long between 12.10 and 14.11, closing higher in 100.0% of those years for an average +8.65% move and an annualized Sharpe of 5.61.
Best window
12.10 - 14.11
Direction
Long
Win rate
100.0%
Avg return
+8.65%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 14.11 | Long | 100.0% | +8.65% | 5.61 | 4 |
| 11.10 → 14.11 | Long | 100.0% | +8.37% | 6.14 | 4 |
| 12.10 → 11.11 | Long | 100.0% |
| +8.21% |
| 9.66 |
| 4 |
| 10.10 → 11.11 | Long | 100.0% | +8.02% | 5.25 | 4 |
| 11.10 → 11.11 | Long | 100.0% | +7.96% | 8.48 | 4 |
| 12.10 → 13.11 | Long | 100.0% | +7.49% | 6.97 | 4 |
| 12.10 → 12.11 | Long | 100.0% | +7.26% | 8.77 | 4 |
| 11.10 → 13.11 | Long | 100.0% | +7.24% | 6.56 | 4 |