United States
Over 2017 to 2026 (10 years of data), BBDUSUSD has tended to move long between 08.10 and 17.10, closing higher in 77.8% of those years for an average +2.45% move and an annualized Sharpe of 4.94.
Best window
08.10 - 17.10
Direction
Long
Win rate
77.8%
Avg return
+2.45%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 17.10 | Long | 77.8% | +2.45% | 4.94 | 9 |
| 08.10 → 16.10 | Long | 77.8% | +2.22% | 4.58 | 9 |
| 09.10 → 17.10 | Long | 77.8% |
| +1.93% |
| 5.22 |
| 9 |
| 09.10 → 18.10 | Long | 77.8% | +1.44% | 4.04 | 9 |
| 07.10 → 17.10 | Long | 77.8% | +1.43% | 2.93 | 9 |
| 06.10 → 17.10 | Long | 77.8% | +1.32% | 1.75 | 9 |
| 07.10 → 16.10 | Long | 77.8% | +1.21% | 2.37 | 9 |
| 06.10 → 16.10 | Long | 77.8% | +1.11% | 1.44 | 9 |