United States
Over 2022 to 2026 (5 years of data), BAHUSUSD has tended to move long between 11.10 and 18.10, closing higher in 100.0% of those years for an average +3.27% move and an annualized Sharpe of 15.72.
Best window
11.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+3.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 100.0% | +3.27% | 15.72 | 4 |
| 10.10 → 18.10 | Long | 100.0% | +2.37% | 14.25 | 4 |
| 11.10 → 17.10 | Long | 100.0% |
| +2.00% |
| 12.03 |
| 4 |
| 10.10 → 19.10 | Long | 100.0% | +1.22% | 17.96 | 4 |
| 05.10 → 10.11 | Long | 75.0% | +6.04% | 1.47 | 4 |
| 06.10 → 10.11 | Long | 75.0% | +5.74% | 1.44 | 4 |
| 11.10 → 10.11 | Long | 75.0% | +5.66% | 1.83 | 4 |
| 05.10 → 08.11 | Long | 75.0% | +5.59% | 1.43 | 4 |