United States
Over 2017 to 2026 (10 years of data), AZNUSUSD has tended to move long between 11.10 and 17.10, closing higher in 77.8% of those years for an average +0.46% move and an annualized Sharpe of 1.36.
Best window
11.10 - 17.10
Direction
Long
Win rate
77.8%
Avg return
+0.46%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 77.8% | +0.46% | 1.36 | 9 |
| 08.10 → 11.10 | Long | 77.8% | +0.45% | 3.47 | 9 |
| 06.10 → 13.10 | Long | 77.8% |
| +0.39% |
| 2.30 |
| 9 |
| 07.10 → 24.10 | Short | 77.8% | -0.10% | -0.12 | 9 |
| 09.10 → 11.11 | Long | 66.7% | +2.29% | 0.90 | 9 |
| 06.10 → 11.11 | Long | 66.7% | +2.28% | 0.87 | 9 |
| 06.10 → 13.11 | Long | 66.7% | +2.26% | 0.80 | 9 |
| 09.10 → 10.11 | Long | 66.7% | +2.25% | 0.83 | 9 |