United States
Over 2017 to 2026 (10 years of data), ALXNUSUSD has tended to move short between 08.10 and 31.10, closing higher in 75.0% of those years for an average +6.50% move and an annualized Sharpe of 2.70.
Best window
08.10 - 31.10
Direction
Short
Win rate
75.0%
Avg return
+6.50%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 31.10 | Short | 75.0% | +6.50% | 2.70 | 4 |
| 06.10 → 31.10 | Short | 75.0% | +6.43% | 2.55 | 4 |
| 11.10 → 31.10 | Short | 75.0% |
| +6.08% |
| 2.82 |
| 4 |
| 10.10 → 31.10 | Short | 75.0% | +5.94% | 2.43 | 4 |
| 09.10 → 31.10 | Short | 75.0% | +5.66% | 2.24 | 4 |
| 07.10 → 31.10 | Short | 75.0% | +5.53% | 2.34 | 4 |
| 08.10 → 07.12 | Short | 75.0% | +5.48% | 0.93 | 4 |
| 08.10 → 20.11 | Short | 75.0% | +5.47% | 1.26 | 4 |