United States
Over 2018 to 2026 (9 years of data), ADIUSUSD has tended to move long between 11.10 and 08.12, closing higher in 87.5% of those years for an average +10.37% move and an annualized Sharpe of 2.82.
Best window
11.10 - 08.12
Direction
Long
Win rate
87.5%
Avg return
+10.37%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 87.5% | +10.37% | 2.82 | 8 |
| 11.10 → 10.12 | Long | 87.5% | +10.22% | 2.62 | 8 |
| 11.10 → 09.12 | Long | 87.5% |
| +9.89% |
| 2.90 |
| 8 |
| 11.10 → 04.12 | Long | 87.5% | +9.62% | 2.86 | 8 |
| 09.10 → 08.12 | Long | 87.5% | +9.58% | 2.99 | 8 |
| 11.10 → 07.12 | Long | 87.5% | +9.51% | 2.69 | 8 |
| 11.10 → 02.12 | Long | 87.5% | +9.46% | 3.07 | 8 |
| 11.10 → 06.12 | Long | 87.5% | +9.40% | 2.72 | 8 |