United States
Over 2017 to 2026 (10 years of data), AMATUSUSD has tended to move long between 11.10 and 30.11, closing higher in 88.9% of those years for an average +13.53% move and an annualized Sharpe of 2.52.
Best window
11.10 - 30.11
Direction
Long
Win rate
88.9%
Avg return
+13.53%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.11 | Long | 88.9% | +13.53% | 2.52 | 9 |
| 11.10 → 28.11 | Long | 88.9% | +13.34% | 2.67 | 9 |
| 11.10 → 27.11 | Long | 88.9% |
| +13.11% |
| 2.63 |
| 9 |
| 06.10 → 01.12 | Long | 88.9% | +13.00% | 2.58 | 9 |
| 12.10 → 28.11 | Long | 88.9% | +12.98% | 2.49 | 9 |
| 08.10 → 30.11 | Long | 88.9% | +12.89% | 2.44 | 9 |
| 11.10 → 24.11 | Long | 88.9% | +12.82% | 2.58 | 9 |
| 08.10 → 28.11 | Long | 88.9% | +12.75% | 2.51 | 9 |