United States
Over 2022 to 2026 (5 years of data), ARUSUSD has tended to move long between 05.10 and 11.11, closing higher in 100.0% of those years for an average +9.07% move and an annualized Sharpe of 8.50.
Best window
05.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+9.07%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 11.11 | Long | 100.0% | +9.07% | 8.50 | 4 |
| 05.10 → 23.11 | Long | 100.0% | +8.89% | 5.35 | 4 |
| 05.10 → 24.11 | Long | 100.0% |
| +8.87% |
| 5.27 |
| 4 |
| 11.10 → 07.11 | Long | 100.0% | +8.05% | 3.91 | 4 |
| 05.10 → 22.11 | Long | 100.0% | +7.96% | 6.42 | 4 |
| 06.10 → 11.11 | Long | 100.0% | +7.95% | 9.77 | 4 |
| 06.10 → 23.11 | Long | 100.0% | +7.80% | 4.55 | 4 |
| 06.10 → 24.11 | Long | 100.0% | +7.78% | 4.47 | 4 |