United States
Over 2022 to 2026 (5 years of data), BBWIUSUSD has tended to move short between 12.10 and 16.11, closing higher in 100.0% of those years for an average +6.48% move and an annualized Sharpe of 4.14.
Best window
12.10 - 16.11
Direction
Short
Win rate
100.0%
Avg return
+6.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 16.11 | Short | 100.0% | +6.48% | 4.14 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +6.43% | 12.12 | 4 |
| 07.10 → 30.10 | Short | 100.0% |
| +6.04% |
| 8.90 |
| 4 |
| 06.10 → 31.10 | Short | 100.0% | +5.97% | 25.64 | 4 |
| 09.10 → 30.10 | Short | 100.0% | +5.91% | 10.80 | 4 |
| 07.10 → 31.10 | Short | 100.0% | +5.58% | 14.68 | 4 |
| 08.10 → 30.10 | Short | 100.0% | +5.55% | 10.21 | 4 |
| 06.10 → 29.10 | Short | 100.0% | +5.45% | 9.70 | 4 |