United States
Over 2017 to 2026 (10 years of data), AZOUSUSD has tended to move long between 08.10 and 13.10, closing higher in 100.0% of those years for an average +2.08% move and an annualized Sharpe of 11.42.
Best window
08.10 - 13.10
Direction
Long
Win rate
100.0%
Avg return
+2.08%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 13.10 | Long | 100.0% | +2.08% | 11.42 | 7 |
| 09.10 → 14.10 | Long | 100.0% | +1.97% | 14.70 | 7 |
| 09.10 → 13.10 | Long | 100.0% |
| +1.90% |
| 12.09 |
| 7 |
| 08.10 → 07.12 | Long | 87.5% | +9.20% | 2.36 | 8 |
| 08.10 → 05.12 | Long | 87.5% | +9.04% | 2.51 | 8 |
| 09.10 → 07.12 | Long | 87.5% | +8.99% | 2.42 | 8 |
| 08.10 → 04.12 | Long | 87.5% | +8.89% | 2.60 | 8 |
| 09.10 → 05.12 | Long | 87.5% | +8.84% | 2.59 | 8 |