United States
Over 2017 to 2026 (10 years of data), AUSUSD has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +7.98% move and an annualized Sharpe of 2.81.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+7.98%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 100.0% | +7.98% | 2.81 | 9 |
| 10.10 → 08.12 | Long | 100.0% | +7.56% | 2.59 | 9 |
| 11.10 → 09.12 | Long | 100.0% |
| +7.45% |
| 2.73 |
| 9 |
| 11.10 → 07.12 | Long | 100.0% | +7.27% | 2.66 | 9 |
| 10.10 → 09.12 | Long | 100.0% | +7.04% | 2.44 | 9 |
| 10.10 → 07.12 | Long | 100.0% | +6.87% | 2.40 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +8.30% | 2.78 | 9 |
| 11.10 → 28.11 | Long | 88.9% | +8.23% | 3.38 | 9 |