United States
Over 2018 to 2026 (9 years of data), ABCUSUSD has tended to move long between 07.10 and 28.11, closing higher in 100.0% of those years for an average +9.19% move and an annualized Sharpe of 3.13.
Best window
07.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+9.19%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 28.11 | Long | 100.0% | +9.19% | 3.13 | 7 |
| 05.10 → 28.11 | Long | 100.0% | +8.98% | 3.02 | 7 |
| 08.10 → 28.11 | Long | 100.0% |
| +8.90% |
| 3.07 |
| 7 |
| 07.10 → 17.11 | Long | 100.0% | +8.77% | 4.23 | 7 |
| 06.10 → 28.11 | Long | 100.0% | +8.68% | 2.96 | 7 |
| 07.10 → 18.11 | Long | 100.0% | +8.68% | 4.08 | 7 |
| 07.10 → 29.11 | Long | 100.0% | +8.62% | 3.05 | 7 |
| 07.10 → 13.11 | Long | 100.0% | +8.58% | 4.42 | 7 |