United States
Over 2022 to 2025 (4 years of data), ALLYUSUSD has tended to move short between 20.09 and 21.10, closing higher in 100.0% of those years for an average +11.32% move and an annualized Sharpe of 4.94.
Best window
20.09 - 21.10
Direction
Short
Win rate
100.0%
Avg return
+11.32%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 21.10 | Short | 100.0% | +11.32% | 4.94 | 4 |
| 20.09 → 22.10 | Short | 100.0% | +11.21% | 5.20 | 4 |
| 20.09 → 23.10 | Short | 100.0% |
| +11.13% |
| 5.19 |
| 4 |
| 20.09 → 24.10 | Short | 100.0% | +11.12% | 4.57 | 4 |
| 19.09 → 23.10 | Short | 100.0% | +11.02% | 5.05 | 4 |
| 19.09 → 24.10 | Short | 100.0% | +11.01% | 4.46 | 4 |
| 20.09 → 20.10 | Short | 100.0% | +10.79% | 5.31 | 4 |
| 20.09 → 25.10 | Short | 100.0% | +10.36% | 4.96 | 4 |