United States
Over 2017 to 2025 (9 years of data), BACUSUSD has tended to move long between 16.09 and 15.11, closing higher in 88.9% of those years for an average +8.37% move and an annualized Sharpe of 2.64.
Best window
16.09 - 15.11
Direction
Long
Win rate
88.9%
Avg return
+8.37%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 15.11 | Long | 88.9% | +8.37% | 2.64 | 9 |
| 18.09 → 15.11 | Long | 88.9% | +8.35% | 2.57 | 9 |
| 17.09 → 15.11 | Long | 88.9% |
| +8.33% |
| 2.70 |
| 9 |
| 18.09 → 16.11 | Long | 88.9% | +8.14% | 2.45 | 9 |
| 17.09 → 16.11 | Long | 88.9% | +8.12% | 2.58 | 9 |
| 18.09 → 17.11 | Long | 88.9% | +8.01% | 2.50 | 9 |
| 15.09 → 14.11 | Long | 88.9% | +7.96% | 2.34 | 9 |
| 16.09 → 14.11 | Long | 88.9% | +7.67% | 2.40 | 9 |