United States
Over 2017 to 2026 (10 years of data), AVGOUSUSD has tended to move long between 15.10 and 11.12, closing higher in 100.0% of those years for an average +13.05% move and an annualized Sharpe of 4.02.
Best window
15.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+13.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.10 → 11.12 | Long | 100.0% | +13.05% | 4.02 | 9 |
| 18.10 → 11.12 | Long | 100.0% | +12.89% | 3.81 | 9 |
| 16.10 → 11.12 | Long | 100.0% |
| +12.36% |
| 3.79 |
| 9 |
| 17.10 → 11.12 | Long | 100.0% | +12.13% | 3.61 | 9 |
| 16.10 → 12.12 | Long | 100.0% | +12.03% | 3.35 | 9 |
| 16.10 → 09.12 | Long | 100.0% | +10.67% | 3.74 | 9 |
| 16.10 → 08.12 | Long | 100.0% | +9.37% | 3.67 | 9 |
| 18.10 → 15.12 | Long | 88.9% | +17.67% | 3.50 | 9 |