United States
Over 2018 to 2026 (9 years of data), ADSKUSUSD has tended to move long between 11.10 and 15.11, closing higher in 87.5% of those years for an average +7.34% move and an annualized Sharpe of 2.85.
Best window
11.10 - 15.11
Direction
Long
Win rate
87.5%
Avg return
+7.34%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.11 | Long | 87.5% | +7.34% | 2.85 | 8 |
| 11.10 → 01.12 | Long | 87.5% | +7.22% | 2.26 | 8 |
| 11.10 → 02.12 | Long | 87.5% |
| +7.09% |
| 2.46 |
| 8 |
| 11.10 → 16.11 | Long | 87.5% | +7.08% | 2.88 | 8 |
| 11.10 → 05.12 | Long | 87.5% | +6.97% | 2.39 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +6.96% | 2.38 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +6.78% | 2.41 | 8 |
| 11.10 → 21.11 | Long | 87.5% | +6.53% | 3.30 | 8 |