United States
Over 2017 to 2025 (9 years of data), AMTUSUSD has tended to move short between 20.09 and 13.10, closing higher in 100.0% of those years for an average +6.37% move and an annualized Sharpe of 3.78.
Best window
20.09 - 13.10
Direction
Short
Win rate
100.0%
Avg return
+6.37%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 13.10 | Short | 100.0% | +6.37% | 3.78 | 8 |
| 20.09 → 14.10 | Short | 100.0% | +6.24% | 3.45 | 8 |
| 21.09 → 13.10 | Short | 100.0% |
| +6.23% |
| 4.12 |
| 8 |
| 21.09 → 14.10 | Short | 100.0% | +6.10% | 3.74 | 8 |
| 20.09 → 07.10 | Short | 100.0% | +5.87% | 4.25 | 8 |
| 21.09 → 07.10 | Short | 100.0% | +5.72% | 4.74 | 8 |
| 20.09 → 06.10 | Short | 100.0% | +5.66% | 4.96 | 8 |
| 21.09 → 06.10 | Short | 100.0% | +5.50% | 5.64 | 8 |