United States
Over 2022 to 2025 (4 years of data), ALKUSUSD has tended to move short between 17.09 and 24.09, closing higher in 100.0% of those years for an average +5.32% move and an annualized Sharpe of 12.56.
Best window
17.09 - 24.09
Direction
Short
Win rate
100.0%
Avg return
+5.32%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 24.09 | Short | 100.0% | +5.32% | 12.56 | 4 |
| 17.09 → 23.09 | Short | 100.0% | +3.56% | 12.49 | 4 |
| 17.09 → 22.09 | Short | 100.0% |
| +2.55% |
| 9.75 |
| 4 |
| 15.09 → 24.10 | Short | 75.0% | +11.61% | 2.36 | 4 |
| 15.09 → 20.10 | Short | 75.0% | +10.93% | 2.70 | 4 |
| 15.09 → 25.10 | Short | 75.0% | +10.92% | 2.22 | 4 |
| 15.09 → 02.11 | Short | 75.0% | +10.83% | 1.65 | 4 |
| 15.09 → 30.10 | Short | 75.0% | +10.72% | 1.65 | 4 |