United States
Over 2022 to 2026 (5 years of data), AOSUSUSD has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +3.01% move and an annualized Sharpe of 15.13.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+3.01%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +3.01% | 15.13 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +5.75% | 1.26 | 4 |
| 11.10 → 05.12 | Long | 75.0% |
| +5.64% |
| 1.21 |
| 4 |
| 05.10 → 20.10 | Short | 75.0% | +4.41% | 5.69 | 4 |
| 05.10 → 25.10 | Short | 75.0% | +4.29% | 3.58 | 4 |
| 05.10 → 22.10 | Short | 75.0% | +4.20% | 4.36 | 4 |
| 05.10 → 23.10 | Short | 75.0% | +4.18% | 4.01 | 4 |
| 06.10 → 20.10 | Short | 75.0% | +4.12% | 5.25 | 4 |