Africa
Over 2022 to 2025 (4 years of data), SOAIDXZAR has tended to move long between 08.10 and 05.12, closing higher in 100.0% of those years for an average +5.41% move and an annualized Sharpe of 1.80.
Best window
08.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+5.41%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 05.12 | Long | 100.0% | +5.41% | 1.80 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +5.03% | 1.52 | 4 |
| 09.10 → 05.12 | Long | 100.0% |
| +4.99% |
| 1.60 |
| 4 |
| 08.10 → 16.10 | Long | 100.0% | +1.88% | 14.68 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +1.49% | 71.74 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +1.47% | 17.45 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +1.45% | 34.68 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +1.36% | 28.93 | 4 |