United States
Over 2022 to 2026 (5 years of data), UAAUSUSD has tended to move long between 13.10 and 12.11, closing higher in 100.0% of those years for an average +14.46% move and an annualized Sharpe of 3.82.
Best window
13.10 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+14.46%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 12.11 | Long | 100.0% | +14.46% | 3.82 | 4 |
| 12.10 → 12.11 | Long | 100.0% | +12.67% | 3.88 | 4 |
| 16.10 → 12.11 | Long | 100.0% |
| +9.05% |
| 2.80 |
| 4 |
| 17.10 → 12.11 | Long | 100.0% | +8.27% | 2.54 | 4 |
| 13.10 → 17.10 | Long | 100.0% | +8.16% | 14.43 | 4 |
| 13.10 → 16.10 | Long | 100.0% | +6.78% | 14.58 | 4 |
| 12.10 → 17.10 | Long | 100.0% | +6.66% | 9.67 | 4 |
| 13.10 → 25.10 | Long | 100.0% | +6.25% | 10.36 | 4 |