United States
Over 2022 to 2026 (5 years of data), AMHUSUSD has tended to move short between 12.10 and 01.11, closing higher in 100.0% of those years for an average +5.15% move and an annualized Sharpe of 10.96.
Best window
12.10 - 01.11
Direction
Short
Win rate
100.0%
Avg return
+5.15%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 01.11 | Short | 100.0% | +5.15% | 10.96 | 3 |
| 06.10 → 31.10 | Short | 100.0% | +4.08% | 7.00 | 4 |
| 06.10 → 01.11 | Short | 100.0% |
| +4.01% |
| 5.67 |
| 4 |
| 07.10 → 31.10 | Short | 100.0% | +3.97% | 7.41 | 4 |
| 07.10 → 01.11 | Short | 100.0% | +3.90% | 6.02 | 4 |
| 07.10 → 02.11 | Short | 100.0% | +3.60% | 5.13 | 4 |
| 12.10 → 02.11 | Short | 100.0% | +3.59% | 7.00 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +3.16% | 13.48 | 4 |