United States
Over 2017 to 2026 (10 years of data), AMZNUSUSD has tended to move long between 06.10 and 01.12, closing higher in 77.8% of those years for an average +4.96% move and an annualized Sharpe of 1.06.
Best window
06.10 - 01.12
Direction
Long
Win rate
77.8%
Avg return
+4.96%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 01.12 | Long | 77.8% | +4.96% | 1.06 | 9 |
| 06.10 → 28.11 | Long | 77.8% | +4.76% | 0.95 | 9 |
| 11.10 → 01.12 | Long | 77.8% |
| +4.75% |
| 1.36 |
| 9 |
| 06.10 → 30.11 | Long | 77.8% | +4.69% | 0.97 | 9 |
| 07.10 → 01.12 | Long | 77.8% | +4.51% | 1.06 | 9 |
| 09.10 → 01.12 | Long | 77.8% | +4.51% | 1.14 | 9 |
| 06.10 → 02.12 | Long | 77.8% | +4.29% | 0.93 | 9 |
| 07.10 → 28.11 | Long | 77.8% | +4.29% | 0.94 | 9 |