United States
Over 2022 to 2026 (5 years of data), AZPNUSUSD has tended to move short between 09.10 and 01.11, closing higher in 100.0% of those years for an average +4.77% move and an annualized Sharpe of 4.76.
Best window
09.10 - 01.11
Direction
Short
Win rate
100.0%
Avg return
+4.77%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 01.11 | Short | 100.0% | +4.77% | 4.76 | 3 |
| 07.10 → 01.11 | Short | 100.0% | +4.40% | 4.33 | 3 |
| 06.10 → 01.11 | Short | 100.0% |
| +4.13% |
| 5.78 |
| 3 |
| 07.10 → 31.10 | Short | 100.0% | +3.87% | 4.43 | 3 |
| 06.10 → 31.10 | Short | 100.0% | +3.59% | 6.14 | 3 |
| 09.10 → 23.10 | Short | 100.0% | +3.13% | 4.59 | 3 |
| 08.10 → 23.10 | Short | 100.0% | +3.10% | 4.36 | 3 |
| 10.10 → 16.10 | Long | 100.0% | +2.72% | 9.47 | 3 |