United States
Over 2017 to 2026 (10 years of data), APDUSUSD has tended to move long between 11.10 and 01.12, closing higher in 77.8% of those years for an average +5.65% move and an annualized Sharpe of 1.32.
Best window
11.10 - 01.12
Direction
Long
Win rate
77.8%
Avg return
+5.65%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 77.8% | +5.65% | 1.32 | 9 |
| 11.10 → 04.12 | Long | 77.8% | +5.15% | 1.08 | 9 |
| 11.10 → 30.11 | Long | 77.8% |
| +5.14% |
| 1.21 |
| 9 |
| 11.10 → 03.12 | Long | 77.8% | +5.04% | 1.05 | 9 |
| 11.10 → 29.11 | Long | 77.8% | +4.87% | 1.22 | 9 |
| 11.10 → 09.11 | Long | 77.8% | +4.84% | 1.93 | 9 |
| 11.10 → 08.11 | Long | 77.8% | +4.79% | 1.86 | 9 |
| 11.10 → 21.11 | Long | 77.8% | +4.74% | 1.38 | 9 |