United States
Over 2017 to 2026 (10 years of data), ATVIUSUSD has tended to move short between 06.10 and 30.11, closing higher in 85.7% of those years for an average +8.74% move and an annualized Sharpe of 1.64.
Best window
06.10 - 30.11
Direction
Short
Win rate
85.7%
Avg return
+8.74%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 30.11 | Short | 85.7% | +8.74% | 1.64 | 7 |
| 05.10 → 07.11 | Short | 85.7% | +6.46% | 3.28 | 7 |
| 06.10 → 07.11 | Short | 85.7% |
| +6.05% |
| 3.44 |
| 7 |
| 07.10 → 07.11 | Short | 85.7% | +5.79% | 3.08 | 7 |
| 08.10 → 07.11 | Short | 85.7% | +5.76% | 3.01 | 7 |
| 05.10 → 09.10 | Short | 85.7% | +1.65% | 12.78 | 7 |
| 09.10 → 12.10 | Long | 85.7% | +0.93% | 4.76 | 7 |
| 05.10 → 02.12 | Short | 71.4% | +10.53% | 1.70 | 7 |