United States
Over 2016 to 2026 (11 years of data), AEPUSUSD has tended to move long between 12.10 and 03.11, closing higher in 100.0% of those years for an average +2.82% move and an annualized Sharpe of 6.03.
Best window
12.10 - 03.11
Direction
Long
Win rate
100.0%
Avg return
+2.82%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 03.11 | Long | 100.0% | +2.82% | 6.03 | 9 |
| 10.10 → 03.11 | Long | 100.0% | +2.74% | 4.10 | 9 |
| 12.10 → 31.10 | Long | 100.0% |
| +2.74% |
| 8.36 |
| 9 |
| 09.10 → 03.11 | Long | 100.0% | +2.72% | 3.28 | 9 |
| 08.10 → 31.10 | Long | 100.0% | +2.68% | 6.20 | 9 |
| 10.10 → 31.10 | Long | 100.0% | +2.64% | 7.32 | 9 |
| 09.10 → 31.10 | Long | 100.0% | +2.62% | 6.24 | 9 |
| 12.10 → 02.11 | Long | 100.0% | +2.60% | 6.36 | 9 |