United States
Over 2022 to 2026 (5 years of data), ALKSUSUSD has tended to move short between 06.10 and 27.10, closing higher in 100.0% of those years for an average +6.97% move and an annualized Sharpe of 5.61.
Best window
06.10 - 27.10
Direction
Short
Win rate
100.0%
Avg return
+6.97%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 27.10 | Short | 100.0% | +6.97% | 5.61 | 4 |
| 06.10 → 31.10 | Short | 100.0% | +6.62% | 4.41 | 4 |
| 06.10 → 26.10 | Short | 100.0% |
| +6.36% |
| 6.75 |
| 4 |
| 06.10 → 24.10 | Short | 100.0% | +6.04% | 9.88 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +6.04% | 4.48 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +5.58% | 5.86 | 4 |
| 07.10 → 24.10 | Short | 100.0% | +5.54% | 7.41 | 4 |
| 06.10 → 16.11 | Short | 100.0% | +5.53% | 5.65 | 4 |