United States
Over 2022 to 2026 (5 years of data), ALLYUSUSD has tended to move long between 13.10 and 11.11, closing higher in 100.0% of those years for an average +5.41% move and an annualized Sharpe of 13.57.
Best window
13.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+5.41%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 11.11 | Long | 100.0% | +5.41% | 13.57 | 4 |
| 11.10 → 11.11 | Long | 100.0% | +5.29% | 9.15 | 4 |
| 11.10 → 15.10 | Long | 100.0% |
| +5.15% |
| 21.02 |
| 3 |
| 13.10 → 17.10 | Long | 100.0% | +4.80% | 15.83 | 4 |
| 13.10 → 14.11 | Long | 100.0% | +4.75% | 4.18 | 4 |
| 13.10 → 10.11 | Long | 100.0% | +4.72% | 9.96 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +4.66% | 16.58 | 4 |
| 11.10 → 10.11 | Long | 100.0% | +4.62% | 6.20 | 4 |