United States
Over 2022 to 2026 (5 years of data), ALKSUSUSD has tended to move short between 14.10 and 27.10, closing higher in 100.0% of those years for an average +6.77% move and an annualized Sharpe of 8.28.
Best window
14.10 - 27.10
Direction
Short
Win rate
100.0%
Avg return
+6.77%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.10 → 27.10 | Short | 100.0% | +6.77% | 8.28 | 4 |
| 14.10 → 31.10 | Short | 100.0% | +6.45% | 6.80 | 4 |
| 14.10 → 26.10 | Short | 100.0% |
| +6.15% |
| 10.06 |
| 4 |
| 14.10 → 30.10 | Short | 100.0% | +5.87% | 7.16 | 4 |
| 14.10 → 24.10 | Short | 100.0% | +5.82% | 16.13 | 4 |
| 14.10 → 23.10 | Short | 100.0% | +5.38% | 9.94 | 4 |
| 14.10 → 16.11 | Short | 100.0% | +5.29% | 6.22 | 4 |
| 12.10 → 24.10 | Short | 100.0% | +5.24% | 8.70 | 4 |