United States
Over 2022 to 2026 (5 years of data), AONUSUSD has tended to move long between 08.10 and 27.11, closing higher in 75.0% of those years for an average +5.97% move and an annualized Sharpe of 2.13.
Best window
08.10 - 27.11
Direction
Long
Win rate
75.0%
Avg return
+5.97%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 27.11 | Long | 75.0% | +5.97% | 2.13 | 4 |
| 08.10 → 26.11 | Long | 75.0% | +5.72% | 2.14 | 4 |
| 08.10 → 30.11 | Long | 75.0% |
| +5.72% |
| 2.00 |
| 4 |
| 08.10 → 25.11 | Long | 75.0% | +5.70% | 2.06 | 4 |
| 09.10 → 27.11 | Long | 75.0% | +5.55% | 2.18 | 4 |
| 07.10 → 27.11 | Long | 75.0% | +5.47% | 2.09 | 4 |
| 05.10 → 27.11 | Long | 75.0% | +5.40% | 2.21 | 4 |
| 10.10 → 27.11 | Long | 75.0% | +5.35% | 2.42 | 4 |