United States
Over 2017 to 2026 (10 years of data), AMGNUSUSD has tended to move short between 06.10 and 27.10, closing higher in 77.8% of those years for an average +1.28% move and an annualized Sharpe of 0.72.
Best window
06.10 - 27.10
Direction
Short
Win rate
77.8%
Avg return
+1.28%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 27.10 | Short | 77.8% | +1.28% | 0.72 | 9 |
| 05.10 → 27.10 | Short | 77.8% | +1.22% | 0.69 | 9 |
| 05.10 → 28.10 | Short | 77.8% |
| +1.14% |
| 0.55 |
| 9 |
| 05.10 → 29.10 | Short | 77.8% | +1.08% | 0.52 | 9 |
| 08.10 → 27.10 | Short | 77.8% | +1.05% | 0.65 | 9 |
| 07.10 → 27.10 | Short | 77.8% | +0.99% | 0.55 | 9 |
| 08.10 → 28.10 | Short | 77.8% | +0.97% | 0.50 | 9 |
| 08.10 → 29.10 | Short | 77.8% | +0.91% | 0.47 | 9 |