United States
Over 2022 to 2026 (5 years of data), AFGUSUSD has tended to move long between 12.10 and 25.11, closing higher in 100.0% of those years for an average +6.96% move and an annualized Sharpe of 3.82.
Best window
12.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+6.96%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 25.11 | Long | 100.0% | +6.96% | 3.82 | 4 |
| 11.10 → 25.11 | Long | 100.0% | +6.93% | 3.89 | 4 |
| 12.10 → 26.11 | Long | 100.0% |
| +6.41% |
| 3.91 |
| 4 |
| 12.10 → 27.11 | Long | 100.0% | +6.39% | 3.86 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +6.38% | 4.01 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +6.36% | 3.96 | 4 |
| 12.10 → 28.11 | Long | 100.0% | +5.93% | 3.32 | 4 |
| 11.10 → 28.11 | Long | 100.0% | +5.91% | 3.43 | 4 |