United States
Over 2018 to 2026 (9 years of data), AVBUSUSD has tended to move short between 06.10 and 01.11, closing higher in 87.5% of those years for an average +2.57% move and an annualized Sharpe of 2.21.
Best window
06.10 - 01.11
Direction
Short
Win rate
87.5%
Avg return
+2.57%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 01.11 | Short | 87.5% | +2.57% | 2.21 | 8 |
| 07.10 → 01.11 | Short | 87.5% | +2.40% | 2.60 | 8 |
| 09.10 → 02.11 | Short | 87.5% |
| +2.21% |
| 2.12 |
| 8 |
| 12.10 → 02.11 | Short | 87.5% | +2.18% | 2.39 | 8 |
| 08.10 → 02.11 | Short | 87.5% | +2.15% | 2.31 | 8 |
| 09.10 → 04.11 | Short | 87.5% | +1.99% | 2.17 | 8 |
| 08.10 → 04.11 | Short | 87.5% | +1.92% | 2.32 | 8 |
| 12.10 → 17.10 | Long | 87.5% | +0.28% | 0.72 | 8 |