United States
Over 2017 to 2026 (10 years of data), BACUSUSD has tended to move long between 12.10 and 08.11, closing higher in 100.0% of those years for an average +9.42% move and an annualized Sharpe of 4.79.
Best window
12.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+9.42%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 08.11 | Long | 100.0% | +9.42% | 4.79 | 9 |
| 08.10 → 02.12 | Long | 88.9% | +11.66% | 3.56 | 9 |
| 12.10 → 02.12 | Long | 88.9% |
| +11.55% |
| 4.66 |
| 9 |
| 09.10 → 02.12 | Long | 88.9% | +11.48% | 3.56 | 9 |
| 10.10 → 02.12 | Long | 88.9% | +11.25% | 3.69 | 9 |
| 07.10 → 02.12 | Long | 88.9% | +11.22% | 3.39 | 9 |
| 08.10 → 30.11 | Long | 88.9% | +11.21% | 3.24 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +11.16% | 4.48 | 9 |