United States
Over 2022 to 2026 (5 years of data), ALKUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +17.03% move and an annualized Sharpe of 2.68.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+17.03%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +17.03% | 2.68 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +13.23% | 3.04 | 4 |
| 08.10 → 05.12 | Long | 100.0% |
| +12.73% |
| 2.62 |
| 4 |
| 07.10 → 05.12 | Long | 100.0% | +12.67% | 2.66 | 4 |
| 09.10 → 05.12 | Long | 100.0% | +12.55% | 2.69 | 4 |
| 10.10 → 05.12 | Long | 100.0% | +12.09% | 2.47 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +11.95% | 3.12 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +11.44% | 2.64 | 4 |