United States
Over 2022 to 2025 (4 years of data), UAAUSUSD has tended to move long between 10.10 and 12.11, closing higher in 100.0% of those years for an average +16.29% move and an annualized Sharpe of 4.92.
Best window
10.10 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+16.29%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 12.11 | Long | 100.0% | +16.29% | 4.92 | 3 |
| 11.10 → 12.11 | Long | 100.0% | +13.62% | 3.86 | 4 |
| 11.10 → 17.10 | Long | 100.0% |
| +7.50% |
| 10.36 |
| 4 |
| 11.10 → 16.10 | Long | 100.0% | +6.11% | 10.13 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +5.97% | 12.67 | 4 |
| 11.10 → 25.10 | Long | 100.0% | +5.57% | 9.09 | 4 |
| 11.10 → 26.10 | Long | 100.0% | +5.33% | 8.66 | 4 |
| 11.10 → 22.10 | Long | 100.0% | +5.21% | 8.67 | 4 |