United States
Over 2018 to 2026 (9 years of data), BDXUSUSD has tended to move short between 07.10 and 05.11, closing higher in 100.0% of those years for an average +3.27% move and an annualized Sharpe of 4.58.
Best window
07.10 - 05.11
Direction
Short
Win rate
100.0%
Avg return
+3.27%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 05.11 | Short | 100.0% | +3.27% | 4.58 | 7 |
| 07.10 → 06.11 | Short | 100.0% | +2.56% | 3.50 | 7 |
| 06.10 → 13.10 | Short | 100.0% |
| +2.17% |
| 8.07 |
| 7 |
| 07.10 → 14.10 | Short | 100.0% | +1.95% | 8.70 | 7 |
| 12.10 → 02.12 | Long | 85.7% | +3.68% | 2.23 | 7 |
| 11.10 → 02.12 | Long | 85.7% | +3.60% | 1.91 | 7 |
| 12.10 → 01.12 | Long | 85.7% | +3.47% | 2.18 | 7 |
| 06.10 → 05.11 | Short | 85.7% | +3.46% | 3.71 | 7 |