United States ETFs
Over 2020 to 2026 (7 years of data), AWAYUSUSD has tended to move long between 12.10 and 07.11, closing higher in 100.0% of those years for an average +5.02% move and an annualized Sharpe of 3.41.
Best window
12.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+5.02%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 07.11 | Long | 100.0% | +5.02% | 3.41 | 6 |
| 12.10 → 08.11 | Long | 100.0% | +5.00% | 3.50 | 6 |
| 11.10 → 07.11 | Long | 100.0% |
| +4.47% |
| 2.89 |
| 6 |
| 11.10 → 08.11 | Long | 100.0% | +4.46% | 2.92 | 6 |
| 06.10 → 31.10 | Short | 100.0% | +3.86% | 5.65 | 6 |
| 07.10 → 31.10 | Short | 100.0% | +3.76% | 4.60 | 6 |
| 06.10 → 29.10 | Short | 100.0% | +3.67% | 6.52 | 6 |
| 06.10 → 28.10 | Short | 100.0% | +3.61% | 5.61 | 6 |