United States
Over 2022 to 2026 (5 years of data), AVTRUSUSD has tended to move short between 06.10 and 30.10, closing higher in 100.0% of those years for an average +13.40% move and an annualized Sharpe of 7.66.
Best window
06.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+13.40%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 30.10 | Short | 100.0% | +13.40% | 7.66 | 4 |
| 06.10 → 17.11 | Short | 100.0% | +13.16% | 4.44 | 4 |
| 05.10 → 30.10 | Short | 100.0% |
| +13.12% |
| 6.82 |
| 4 |
| 05.10 → 17.11 | Short | 100.0% | +12.89% | 4.15 | 4 |
| 06.10 → 16.11 | Short | 100.0% | +12.87% | 4.23 | 4 |
| 07.10 → 30.10 | Short | 100.0% | +12.79% | 7.32 | 4 |
| 06.10 → 19.11 | Short | 100.0% | +12.67% | 3.81 | 4 |
| 05.10 → 16.11 | Short | 100.0% | +12.59% | 3.93 | 4 |