United States
Over 2017 to 2026 (10 years of data), AVGOUSUSD has tended to move long between 11.10 and 10.12, closing higher in 88.9% of those years for an average +14.39% move and an annualized Sharpe of 3.06.
Best window
11.10 - 10.12
Direction
Long
Win rate
88.9%
Avg return
+14.39%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 88.9% | +14.39% | 3.06 | 9 |
| 12.10 → 11.12 | Long | 88.9% | +14.07% | 3.40 | 9 |
| 12.10 → 10.12 | Long | 88.9% |
| +13.38% |
| 2.77 |
| 9 |
| 11.10 → 09.12 | Long | 88.9% | +13.37% | 3.65 | 9 |
| 12.10 → 09.12 | Long | 88.9% | +12.36% | 3.24 | 9 |
| 11.10 → 08.12 | Long | 88.9% | +12.01% | 3.72 | 9 |
| 12.10 → 08.12 | Long | 88.9% | +11.03% | 3.17 | 9 |
| 08.10 → 07.12 | Long | 88.9% | +10.36% | 3.33 | 9 |