United States
Over 2022 to 2026 (5 years of data), ACNUSUSD has tended to move long between 12.10 and 10.12, closing higher in 100.0% of those years for an average +9.84% move and an annualized Sharpe of 4.22.
Best window
12.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+9.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 10.12 | Long | 100.0% | +9.84% | 4.22 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +9.73% | 4.68 | 4 |
| 12.10 → 11.12 | Long | 100.0% |
| +9.72% |
| 4.29 |
| 4 |
| 12.10 → 01.12 | Long | 100.0% | +8.90% | 3.35 | 4 |
| 12.10 → 02.12 | Long | 100.0% | +8.87% | 3.54 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +8.83% | 4.38 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +8.79% | 4.29 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +8.78% | 3.68 | 4 |