United States
Over 2017 to 2026 (10 years of data), AMDUSUSD has tended to move long between 05.10 and 30.11, closing higher in 77.8% of those years for an average +14.55% move and an annualized Sharpe of 1.54.
Best window
05.10 - 30.11
Direction
Long
Win rate
77.8%
Avg return
+14.55%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.11 | Long | 77.8% | +14.55% | 1.54 | 9 |
| 06.10 → 30.11 | Long | 77.8% | +14.47% | 1.57 | 9 |
| 05.10 → 28.11 | Long | 77.8% |
| +14.27% |
| 1.46 |
| 9 |
| 06.10 → 28.11 | Long | 77.8% | +14.21% | 1.49 | 9 |
| 05.10 → 29.11 | Long | 77.8% | +13.96% | 1.43 | 9 |
| 06.10 → 29.11 | Long | 77.8% | +13.90% | 1.45 | 9 |
| 05.10 → 27.11 | Long | 77.8% | +13.71% | 1.42 | 9 |
| 06.10 → 27.11 | Long | 77.8% | +13.67% | 1.44 | 9 |