United States
Over 2022 to 2026 (5 years of data), ACGLUSUSD has tended to move long between 09.10 and 25.11, closing higher in 75.0% of those years for an average +6.83% move and an annualized Sharpe of 1.39.
Best window
09.10 - 25.11
Direction
Long
Win rate
75.0%
Avg return
+6.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 25.11 | Long | 75.0% | +6.83% | 1.39 | 4 |
| 09.10 → 27.11 | Long | 75.0% | +6.80% | 1.44 | 4 |
| 09.10 → 26.11 | Long | 75.0% |
| +6.72% |
| 1.43 |
| 4 |
| 08.10 → 27.11 | Long | 75.0% | +6.68% | 1.41 | 4 |
| 08.10 → 26.11 | Long | 75.0% | +6.60% | 1.40 | 4 |
| 09.10 → 30.11 | Long | 75.0% | +6.16% | 1.08 | 4 |
| 09.10 → 28.11 | Long | 75.0% | +5.93% | 1.23 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +5.74% | 1.00 | 4 |