United States
Over 2017 to 2026 (10 years of data), ADBEUSUSD has tended to move long between 11.10 and 10.12, closing higher in 88.9% of those years for an average +8.99% move and an annualized Sharpe of 2.96.
Best window
11.10 - 10.12
Direction
Long
Win rate
88.9%
Avg return
+8.99%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 88.9% | +8.99% | 2.96 | 9 |
| 11.10 → 08.12 | Long | 88.9% | +8.77% | 3.50 | 9 |
| 11.10 → 09.12 | Long | 88.9% |
| +8.59% |
| 3.21 |
| 9 |
| 11.10 → 07.12 | Long | 88.9% | +8.19% | 3.22 | 9 |
| 11.10 → 06.12 | Long | 88.9% | +8.15% | 3.63 | 9 |
| 11.10 → 05.12 | Long | 88.9% | +7.52% | 3.59 | 9 |
| 11.10 → 28.11 | Long | 77.8% | +9.03% | 2.56 | 9 |
| 11.10 → 30.11 | Long | 77.8% | +8.72% | 2.55 | 9 |