United States
Over 2017 to 2026 (10 years of data), AXPUSUSD has tended to move long between 11.10 and 10.12, closing higher in 88.9% of those years for an average +8.71% move and an annualized Sharpe of 3.03.
Best window
11.10 - 10.12
Direction
Long
Win rate
88.9%
Avg return
+8.71%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 88.9% | +8.71% | 3.03 | 9 |
| 11.10 → 04.12 | Long | 88.9% | +8.64% | 2.71 | 9 |
| 09.10 → 04.12 | Long | 88.9% |
| +8.60% |
| 2.66 |
| 9 |
| 08.10 → 04.12 | Long | 88.9% | +8.53% | 2.60 | 9 |
| 12.10 → 10.12 | Long | 88.9% | +8.48% | 3.11 | 9 |
| 12.10 → 04.12 | Long | 88.9% | +8.39% | 2.80 | 9 |
| 11.10 → 03.12 | Long | 88.9% | +8.38% | 2.53 | 9 |
| 12.10 → 11.12 | Long | 88.9% | +8.34% | 2.68 | 9 |