United States
Over 2017 to 2026 (10 years of data), AMZNUSUSD has tended to move long between 05.10 and 24.10, closing higher in 88.9% of those years for an average +0.32% move and an annualized Sharpe of 0.29.
Best window
05.10 - 24.10
Direction
Long
Win rate
88.9%
Avg return
+0.32%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 24.10 | Long | 88.9% | +0.32% | 0.29 | 9 |
| 06.10 → 01.12 | Long | 77.8% | +4.96% | 1.06 | 9 |
| 05.10 → 01.12 | Long | 77.8% |
| +4.84% |
| 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 |
| 05.10 → 28.11 | Long | 77.8% | +4.65% | 0.93 | 9 |
| 05.10 → 30.11 | Long | 77.8% | +4.58% | 0.95 | 9 |