United States
Over 2017 to 2026 (10 years of data), AMTUSUSD has tended to move long between 11.10 and 18.10, closing higher in 87.5% of those years for an average +2.17% move and an annualized Sharpe of 7.93.
Best window
11.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+2.17%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 87.5% | +2.17% | 7.93 | 8 |
| 11.10 → 19.10 | Long | 87.5% | +1.74% | 5.97 | 8 |
| 09.10 → 18.10 | Long | 87.5% |
| +1.59% |
| 6.24 |
| 8 |
| 10.10 → 18.10 | Long | 87.5% | +1.58% | 5.87 | 8 |
| 08.10 → 18.10 | Long | 87.5% | +1.50% | 6.73 | 8 |
| 11.10 → 27.10 | Long | 75.0% | +2.63% | 2.41 | 8 |
| 11.10 → 26.10 | Long | 75.0% | +2.60% | 2.37 | 8 |
| 11.10 → 25.10 | Long | 75.0% | +2.10% | 2.64 | 8 |