United States
Over 2022 to 2025 (4 years of data), FCNCAUSUSD has tended to move long between 07.10 and 25.11, closing higher in 100.0% of those years for an average +11.17% move and an annualized Sharpe of 4.93.
Best window
07.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+11.17%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 25.11 | Long | 100.0% | +11.17% | 4.93 | 4 |
| 05.10 → 25.11 | Long | 100.0% | +10.82% | 4.34 | 4 |
| 08.10 → 25.11 | Long | 100.0% |
| +10.77% |
| 3.51 |
| 4 |
| 07.10 → 24.11 | Long | 100.0% | +10.73% | 4.56 | 4 |
| 07.10 → 26.11 | Long | 100.0% | +10.65% | 4.51 | 4 |
| 07.10 → 30.11 | Long | 100.0% | +10.60% | 8.88 | 4 |
| 07.10 → 04.12 | Long | 100.0% | +10.50% | 7.77 | 4 |
| 07.10 → 27.11 | Long | 100.0% | +10.45% | 4.62 | 4 |