United States
Over 2020 to 2026 (7 years of data), AMWLUSUSD has tended to move short between 08.10 and 21.11, closing higher in 83.3% of those years for an average +17.82% move and an annualized Sharpe of 2.56.
Best window
08.10 - 21.11
Direction
Short
Win rate
83.3%
Avg return
+17.82%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 21.11 | Short | 83.3% | +17.82% | 2.56 | 6 |
| 07.10 → 21.11 | Short | 83.3% | +17.61% | 2.66 | 6 |
| 07.10 → 22.11 | Short | 83.3% |
| +17.55% |
| 2.80 |
| 6 |
| 06.10 → 21.11 | Short | 83.3% | +17.47% | 3.10 | 6 |
| 06.10 → 22.11 | Short | 83.3% | +17.37% | 3.29 | 6 |
| 11.10 → 21.11 | Short | 83.3% | +17.30% | 2.92 | 6 |
| 12.10 → 21.11 | Short | 83.3% | +16.91% | 3.01 | 6 |
| 12.10 → 22.11 | Short | 83.3% | +16.79% | 3.15 | 6 |