United States
Over 2022 to 2025 (4 years of data), MAAUSUSD has tended to move short between 07.10 and 20.10, closing higher in 100.0% of those years for an average +0.82% move and an annualized Sharpe of 5.11.
Best window
07.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+0.82%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 20.10 | Short | 100.0% | +0.82% | 5.11 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +4.24% | 1.65 | 4 |
| 11.10 → 02.12 | Long | 75.0% |
| +4.21% |
| 1.62 |
| 4 |
| 11.10 → 30.11 | Long | 75.0% | +3.93% | 1.40 | 4 |
| 12.10 → 01.12 | Long | 75.0% | +3.92% | 1.76 | 4 |
| 12.10 → 02.12 | Long | 75.0% | +3.89% | 1.73 | 4 |
| 10.10 → 01.12 | Long | 75.0% | +3.85% | 1.51 | 4 |
| 10.10 → 02.12 | Long | 75.0% | +3.82% | 1.49 | 4 |