United States
Over 2022 to 2026 (5 years of data), ALGNUSUSD has tended to move short between 05.10 and 29.10, closing higher in 100.0% of those years for an average +14.43% move and an annualized Sharpe of 4.44.
Best window
05.10 - 29.10
Direction
Short
Win rate
100.0%
Avg return
+14.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 29.10 | Short | 100.0% | +14.43% | 4.44 | 4 |
| 06.10 → 29.10 | Short | 100.0% | +13.65% | 4.85 | 4 |
| 09.10 → 29.10 | Short | 100.0% |
| +12.69% |
| 4.41 |
| 4 |
| 10.10 → 29.10 | Short | 100.0% | +12.28% | 4.20 | 4 |
| 10.10 → 18.11 | Short | 100.0% | +10.67% | 3.36 | 3 |
| 05.10 → 18.11 | Short | 100.0% | +10.23% | 3.06 | 4 |
| 06.10 → 18.11 | Short | 100.0% | +9.32% | 3.34 | 4 |
| 09.10 → 20.11 | Short | 100.0% | +9.10% | 3.09 | 4 |