United States
Over 2022 to 2026 (5 years of data), AMCRUSUSD has tended to move long between 08.10 and 28.10, closing higher in 100.0% of those years for an average +4.12% move and an annualized Sharpe of 5.39.
Best window
08.10 - 28.10
Direction
Long
Win rate
100.0%
Avg return
+4.12%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 28.10 | Long | 100.0% | +4.12% | 5.39 | 4 |
| 05.10 → 02.11 | Short | 100.0% | +4.07% | 5.75 | 4 |
| 09.10 → 28.10 | Long | 100.0% |
| +3.88% |
| 5.03 |
| 4 |
| 06.10 → 02.11 | Short | 100.0% | +3.78% | 4.96 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.25% | 46.28 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +2.17% | 20.34 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.07% | 30.08 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +2.01% | 133.03 | 4 |