United States
Over 2022 to 2026 (5 years of data), AJGUSUSD has tended to move long between 11.10 and 27.11, closing higher in 75.0% of those years for an average +3.43% move and an annualized Sharpe of 0.78.
Best window
11.10 - 27.11
Direction
Long
Win rate
75.0%
Avg return
+3.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 27.11 | Long | 75.0% | +3.43% | 0.78 | 4 |
| 08.10 → 27.11 | Long | 75.0% | +3.40% | 0.69 | 4 |
| 11.10 → 26.11 | Long | 75.0% |
| +3.22% |
| 0.75 |
| 4 |
| 06.10 → 20.10 | Short | 75.0% | +3.20% | 3.90 | 4 |
| 09.10 → 27.11 | Long | 75.0% | +3.20% | 0.67 | 4 |
| 08.10 → 26.11 | Long | 75.0% | +3.18% | 0.65 | 4 |
| 06.10 → 25.10 | Short | 75.0% | +3.16% | 3.23 | 4 |
| 11.10 → 25.11 | Long | 75.0% | +3.16% | 0.76 | 4 |