United States
Over 2018 to 2026 (9 years of data), APAUSUSD has tended to move long between 11.10 and 15.10, closing higher in 75.0% of those years for an average +3.12% move and an annualized Sharpe of 5.89.
Best window
11.10 - 15.10
Direction
Long
Win rate
75.0%
Avg return
+3.12%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 75.0% | +3.12% | 5.89 | 8 |
| 11.10 → 20.10 | Long | 75.0% | +3.03% | 2.75 | 8 |
| 12.10 → 15.10 | Long | 75.0% |
| +2.91% |
| 6.72 |
| 8 |
| 12.10 → 20.10 | Long | 75.0% | +2.82% | 2.77 | 8 |
| 11.10 → 14.10 | Long | 75.0% | +2.77% | 6.96 | 8 |
| 07.10 → 10.10 | Short | 75.0% | +2.12% | 3.81 | 8 |
| 07.10 → 11.10 | Short | 75.0% | +1.68% | 3.00 | 8 |
| 07.10 → 12.10 | Short | 75.0% | +1.07% | 1.64 | 8 |