United States
Over 2017 to 2026 (10 years of data), BBYUSUSD has tended to move long between 11.10 and 16.10, closing higher in 88.9% of those years for an average +3.18% move and an annualized Sharpe of 6.36.
Best window
11.10 - 16.10
Direction
Long
Win rate
88.9%
Avg return
+3.18%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 88.9% | +3.18% | 6.36 | 9 |
| 08.10 → 16.10 | Long | 88.9% | +2.52% | 4.62 | 9 |
| 09.10 → 16.10 | Long | 88.9% |
| +2.48% |
| 4.66 |
| 9 |
| 10.10 → 16.10 | Long | 88.9% | +2.12% | 4.60 | 9 |
| 05.10 → 26.11 | Long | 77.8% | +4.60% | 1.03 | 9 |
| 11.10 → 03.11 | Long | 77.8% | +4.46% | 2.35 | 9 |
| 05.10 → 25.11 | Long | 77.8% | +3.76% | 1.05 | 9 |
| 11.10 → 17.10 | Long | 77.8% | +3.31% | 5.52 | 9 |