United States
Over 2018 to 2026 (9 years of data), AMPUSUSD has tended to move long between 11.10 and 10.12, closing higher in 87.5% of those years for an average +8.07% move and an annualized Sharpe of 1.62.
Best window
11.10 - 10.12
Direction
Long
Win rate
87.5%
Avg return
+8.07%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 87.5% | +8.07% | 1.62 | 8 |
| 05.10 → 02.12 | Long | 75.0% | +10.02% | 2.01 | 8 |
| 05.10 → 24.11 | Long | 75.0% |
| +9.87% |
| 1.98 |
| 8 |
| 05.10 → 25.11 | Long | 75.0% | +9.75% | 1.99 | 8 |
| 05.10 → 03.12 | Long | 75.0% | +9.56% | 2.04 | 8 |
| 06.10 → 02.12 | Long | 75.0% | +9.44% | 2.04 | 8 |
| 07.10 → 02.12 | Long | 75.0% | +9.36% | 1.96 | 8 |
| 05.10 → 01.12 | Long | 75.0% | +9.35% | 1.90 | 8 |