Asia
Over 1982 to 2026 (45 years of data), AUSIDXAUD has tended to move long between 11.10 and 16.10, closing higher in 72.7% of those years for an average +0.41% move and an annualized Sharpe of 1.33.
Best window
11.10 - 16.10
Direction
Long
Win rate
72.7%
Avg return
+0.41%
Sample
44 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 72.7% | +0.41% | 1.33 | 44 |
| 11.10 → 15.10 | Long | 70.5% | +0.44% | 1.49 | 44 |
| 11.10 → 19.10 | Long | 70.5% |
| +0.42% |
| 0.96 |
| 44 |
| 10.10 → 19.10 | Long | 70.5% | +0.22% | 0.45 | 44 |
| 11.10 → 22.10 | Long | 70.5% | +0.22% | 0.23 | 44 |
| 05.10 → 05.11 | Long | 70.5% | +0.18% | 0.06 | 44 |
| 05.10 → 04.11 | Long | 70.5% | +0.12% | 0.05 | 44 |
| 11.10 → 14.10 | Long | 68.2% | +0.38% | 1.53 | 44 |