United States
Over 2017 to 2026 (10 years of data), ABEVUSUSD has tended to move short between 09.10 and 27.10, closing higher in 88.9% of those years for an average +3.18% move and an annualized Sharpe of 3.45.
Best window
09.10 - 27.10
Direction
Short
Win rate
88.9%
Avg return
+3.18%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Short | 88.9% | +3.18% | 3.45 | 9 |
| 10.10 → 27.10 | Short | 88.9% | +3.13% | 3.86 | 9 |
| 07.10 → 21.10 | Short | 88.9% |
| +2.39% |
| 4.76 |
| 9 |
| 11.10 → 27.10 | Short | 87.5% | +3.18% | 3.70 | 8 |
| 06.10 → 27.10 | Short | 77.8% | +4.00% | 3.41 | 9 |
| 07.10 → 27.10 | Short | 77.8% | +3.86% | 3.52 | 9 |
| 07.10 → 26.10 | Short | 77.8% | +3.49% | 2.81 | 9 |
| 06.10 → 29.10 | Short | 77.8% | +3.44% | 2.24 | 9 |