United States
Over 2017 to 2026 (10 years of data), ANTMUSUSD has tended to move long between 06.10 and 15.11, closing higher in 100.0% of those years for an average +13.29% move and an annualized Sharpe of 4.92.
Best window
06.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+13.29%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 15.11 | Long | 100.0% | +13.29% | 4.92 | 5 |
| 06.10 → 16.11 | Long | 100.0% | +13.18% | 5.49 | 5 |
| 07.10 → 15.11 | Long | 100.0% |
| +13.17% |
| 4.97 |
| 5 |
| 07.10 → 16.11 | Long | 100.0% | +13.06% | 5.56 | 5 |
| 06.10 → 17.11 | Long | 100.0% | +12.59% | 4.98 | 5 |
| 07.10 → 17.11 | Long | 100.0% | +12.47% | 5.03 | 5 |
| 12.10 → 15.11 | Long | 100.0% | +12.37% | 5.18 | 5 |
| 08.10 → 15.11 | Long | 100.0% | +12.30% | 4.72 | 5 |