United States
Over 2017 to 2026 (10 years of data), ABTUSUSD has tended to move long between 05.10 and 01.12, closing higher in 88.9% of those years for an average +3.81% move and an annualized Sharpe of 2.39.
Best window
05.10 - 01.12
Direction
Long
Win rate
88.9%
Avg return
+3.81%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 01.12 | Long | 88.9% | +3.81% | 2.39 | 9 |
| 06.10 → 01.12 | Long | 88.9% | +3.70% | 2.23 | 9 |
| 05.10 → 30.11 | Long | 88.9% |
| +3.59% |
| 2.40 |
| 9 |
| 05.10 → 02.12 | Long | 88.9% | +3.57% | 1.89 | 9 |
| 05.10 → 29.11 | Long | 88.9% | +3.53% | 2.18 | 9 |
| 05.10 → 28.11 | Long | 88.9% | +3.52% | 2.40 | 9 |
| 08.10 → 01.12 | Long | 88.9% | +3.52% | 2.55 | 9 |
| 07.10 → 01.12 | Long | 88.9% | +3.48% | 2.51 | 9 |