United States
Over 2022 to 2026 (5 years of data), ALLEUSUSD has tended to move long between 11.10 and 17.10, closing higher in 100.0% of those years for an average +3.03% move and an annualized Sharpe of 11.68.
Best window
11.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+3.03%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 100.0% | +3.03% | 11.68 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +2.66% | 13.18 | 4 |
| 07.10 → 17.10 | Long | 100.0% |
| +2.45% |
| 6.98 |
| 4 |
| 11.10 → 15.10 | Long | 100.0% | +2.33% | 17.02 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.30% | 7.85 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +2.25% | 8.79 | 4 |
| 07.10 → 16.10 | Long | 100.0% | +2.09% | 7.78 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +1.94% | 8.93 | 4 |