United States
Over 2022 to 2026 (5 years of data), ACMUSUSD has tended to move long between 05.10 and 16.11, closing higher in 100.0% of those years for an average +6.87% move and an annualized Sharpe of 6.49.
Best window
05.10 - 16.11
Direction
Long
Win rate
100.0%
Avg return
+6.87%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 16.11 | Long | 100.0% | +6.87% | 6.49 | 4 |
| 06.10 → 16.11 | Long | 100.0% | +6.75% | 6.93 | 4 |
| 05.10 → 17.11 | Long | 100.0% |
| +6.68% |
| 6.85 |
| 4 |
| 05.10 → 15.11 | Long | 100.0% | +6.60% | 5.34 | 4 |
| 06.10 → 17.11 | Long | 100.0% | +6.56% | 7.23 | 4 |
| 06.10 → 15.11 | Long | 100.0% | +6.48% | 5.64 | 4 |
| 05.10 → 14.11 | Long | 100.0% | +6.08% | 7.50 | 4 |
| 06.10 → 14.11 | Long | 100.0% | +5.96% | 8.07 | 4 |