United States
Over 2022 to 2026 (5 years of data), APTVUSUSD has tended to move long between 09.10 and 16.10, closing higher in 100.0% of those years for an average +1.30% move and an annualized Sharpe of 47.08.
Best window
09.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+1.30%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 16.10 | Long | 100.0% | +1.30% | 47.08 | 3 |
| 09.10 → 15.10 | Long | 100.0% | +1.13% | 25.32 | 3 |
| 09.10 → 17.10 | Long | 100.0% |
| +0.97% |
| 13.99 |
| 3 |
| 08.10 → 16.10 | Long | 100.0% | +0.94% | 10.82 | 3 |
| 07.10 → 16.10 | Long | 100.0% | +0.81% | 8.10 | 3 |
| 07.10 → 15.10 | Long | 100.0% | +0.64% | 6.41 | 3 |
| 10.10 → 16.10 | Long | 100.0% | +0.41% | 6.53 | 3 |
| 05.10 → 02.11 | Short | 66.7% | +12.43% | 4.39 | 3 |