United States
Over 2022 to 2026 (5 years of data), AREUSUSD has tended to move short between 05.10 and 25.10, closing higher in 100.0% of those years for an average +3.84% move and an annualized Sharpe of 6.42.
Best window
05.10 - 25.10
Direction
Short
Win rate
100.0%
Avg return
+3.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 25.10 | Short | 100.0% | +3.84% | 6.42 | 4 |
| 05.10 → 27.10 | Short | 100.0% | +3.50% | 4.70 | 4 |
| 05.10 → 26.10 | Short | 100.0% |
| +3.32% |
| 5.63 |
| 4 |
| 09.10 → 16.10 | Long | 100.0% | +3.02% | 6.68 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +3.00% | 9.10 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +2.93% | 9.93 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +2.92% | 14.02 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +2.61% | 6.32 | 4 |