United States
Over 2022 to 2026 (5 years of data), ARMKUSUSD has tended to move long between 08.10 and 13.11, closing higher in 100.0% of those years for an average +8.92% move and an annualized Sharpe of 4.32.
Best window
08.10 - 13.11
Direction
Long
Win rate
100.0%
Avg return
+8.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 13.11 | Long | 100.0% | +8.92% | 4.32 | 4 |
| 08.10 → 12.11 | Long | 100.0% | +8.21% | 3.73 | 4 |
| 08.10 → 21.10 | Long | 100.0% |
| +5.75% |
| 29.60 |
| 4 |
| 06.10 → 21.10 | Long | 100.0% | +5.67% | 8.41 | 4 |
| 08.10 → 28.10 | Long | 100.0% | +5.54% | 7.76 | 4 |
| 06.10 → 28.10 | Long | 100.0% | +5.47% | 4.78 | 4 |
| 09.10 → 21.10 | Long | 100.0% | +5.39% | 25.98 | 4 |
| 08.10 → 27.10 | Long | 100.0% | +5.35% | 11.87 | 4 |