United States
Over 2022 to 2026 (5 years of data), AGNCUSUSD has tended to move short between 05.10 and 30.10, closing higher in 100.0% of those years for an average +9.00% move and an annualized Sharpe of 4.66.
Best window
05.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+9.00%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.10 | Short | 100.0% | +9.00% | 4.66 | 4 |
| 05.10 → 29.10 | Short | 100.0% | +8.99% | 4.67 | 4 |
| 05.10 → 23.10 | Short | 100.0% |
| +8.48% |
| 8.90 |
| 3 |
| 05.10 → 31.10 | Short | 100.0% | +8.39% | 5.80 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +7.90% | 3.70 | 4 |
| 06.10 → 29.10 | Short | 100.0% | +7.89% | 3.72 | 4 |
| 06.10 → 31.10 | Short | 100.0% | +7.31% | 4.36 | 4 |
| 05.10 → 01.11 | Short | 100.0% | +7.27% | 6.22 | 4 |