United States
Over 2022 to 2026 (5 years of data), ATOUSUSD has tended to move long between 06.10 and 28.11, closing higher in 100.0% of those years for an average +8.52% move and an annualized Sharpe of 5.50.
Best window
06.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+8.52%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.11 | Long | 100.0% | +8.52% | 5.50 | 4 |
| 06.10 → 27.11 | Long | 100.0% | +8.50% | 5.47 | 4 |
| 08.10 → 28.11 | Long | 100.0% |
| +8.35% |
| 3.29 |
| 4 |
| 08.10 → 27.11 | Long | 100.0% | +8.33% | 3.30 | 4 |
| 07.10 → 28.11 | Long | 100.0% | +8.31% | 3.44 | 4 |
| 07.10 → 27.11 | Long | 100.0% | +8.29% | 3.45 | 4 |
| 06.10 → 23.11 | Long | 100.0% | +8.25% | 5.09 | 4 |
| 06.10 → 26.11 | Long | 100.0% | +8.22% | 5.39 | 4 |