United States
Over 2017 to 2026 (10 years of data), AIGUSUSD has tended to move long between 06.10 and 15.10, closing higher in 88.9% of those years for an average +1.07% move and an annualized Sharpe of 2.05.
Best window
06.10 - 15.10
Direction
Long
Win rate
88.9%
Avg return
+1.07%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 15.10 | Long | 88.9% | +1.07% | 2.05 | 9 |
| 06.10 → 14.10 | Long | 88.9% | +0.85% | 1.71 | 9 |
| 10.10 → 07.11 | Long | 77.8% |
| +3.61% |
| 1.09 |
| 9 |
| 06.10 → 09.11 | Long | 77.8% | +3.47% | 0.95 | 9 |
| 08.10 → 09.11 | Long | 77.8% | +3.20% | 0.90 | 9 |
| 07.10 → 09.11 | Long | 77.8% | +2.86% | 0.78 | 9 |
| 06.10 → 06.11 | Long | 77.8% | +2.72% | 1.03 | 9 |
| 09.10 → 09.11 | Long | 77.8% | +2.54% | 0.75 | 9 |