United States
Over 2022 to 2026 (5 years of data), AWKUSUSD has tended to move long between 09.10 and 18.10, closing higher in 100.0% of those years for an average +3.50% move and an annualized Sharpe of 10.19.
Best window
09.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+3.50%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 100.0% | +3.50% | 10.19 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +3.17% | 8.51 | 4 |
| 09.10 → 16.10 | Long | 100.0% |
| +2.90% |
| 15.28 |
| 4 |
| 09.10 → 17.10 | Long | 100.0% | +2.79% | 24.83 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.58% | 10.74 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +2.55% | 16.88 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.47% | 14.78 | 4 |
| 07.10 → 18.10 | Long | 100.0% | +2.37% | 6.42 | 4 |