United States
Over 2022 to 2026 (5 years of data), ALBUSUSD has tended to move short between 10.10 and 21.10, closing higher in 100.0% of those years for an average +6.64% move and an annualized Sharpe of 7.86.
Best window
10.10 - 21.10
Direction
Short
Win rate
100.0%
Avg return
+6.64%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 21.10 | Short | 100.0% | +6.64% | 7.86 | 4 |
| 10.10 → 20.10 | Short | 100.0% | +6.41% | 9.10 | 4 |
| 10.10 → 22.10 | Short | 100.0% |
| +6.01% |
| 6.69 |
| 4 |
| 10.10 → 02.11 | Short | 100.0% | +5.87% | 2.65 | 4 |
| 09.10 → 21.10 | Short | 100.0% | +5.48% | 5.48 | 4 |
| 10.10 → 19.10 | Short | 100.0% | +5.35% | 10.99 | 4 |
| 07.10 → 21.10 | Short | 100.0% | +5.30% | 5.45 | 4 |
| 09.10 → 22.10 | Short | 100.0% | +4.85% | 4.82 | 4 |