United States
Over 2022 to 2026 (5 years of data), ANSSUSUSD has tended to move long between 08.10 and 01.12, closing higher in 100.0% of those years for an average +11.76% move and an annualized Sharpe of 3.95.
Best window
08.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+11.76%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 01.12 | Long | 100.0% | +11.76% | 3.95 | 3 |
| 09.10 → 01.12 | Long | 100.0% | +11.48% | 3.91 | 3 |
| 05.10 → 01.12 | Long | 100.0% |
| +11.42% |
| 4.18 |
| 3 |
| 06.10 → 01.12 | Long | 100.0% | +10.84% | 4.81 | 3 |
| 08.10 → 30.11 | Long | 100.0% | +10.67% | 3.93 | 3 |
| 09.10 → 30.11 | Long | 100.0% | +10.39% | 3.91 | 3 |
| 05.10 → 30.11 | Long | 100.0% | +10.34% | 4.16 | 3 |
| 08.10 → 23.11 | Long | 100.0% | +10.34% | 5.52 | 3 |