United States
Over 2017 to 2026 (10 years of data), BAUSUSD has tended to move short between 09.10 and 27.10, closing higher in 88.9% of those years for an average +4.39% move and an annualized Sharpe of 3.57.
Best window
09.10 - 27.10
Direction
Short
Win rate
88.9%
Avg return
+4.39%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Short | 88.9% | +4.39% | 3.57 | 9 |
| 09.10 → 31.10 | Short | 88.9% | +4.38% | 2.86 | 9 |
| 08.10 → 31.10 | Short | 88.9% |
| +4.15% |
| 2.94 |
| 9 |
| 07.10 → 31.10 | Short | 88.9% | +3.88% | 2.68 | 9 |
| 08.10 → 30.10 | Short | 77.8% | +4.30% | 2.89 | 9 |
| 08.10 → 29.10 | Short | 77.8% | +4.16% | 2.91 | 9 |
| 09.10 → 28.10 | Short | 77.8% | +4.16% | 2.71 | 9 |
| 08.10 → 27.10 | Short | 77.8% | +4.14% | 3.41 | 9 |