United States
Over 2022 to 2026 (5 years of data), BERYUSUSD has tended to move long between 08.10 and 03.12, closing higher in 100.0% of those years for an average +19.42% move and an annualized Sharpe of 5.77.
Best window
08.10 - 03.12
Direction
Long
Win rate
100.0%
Avg return
+19.42%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.12 | Long | 100.0% | +19.42% | 5.77 | 3 |
| 08.10 → 01.12 | Long | 100.0% | +19.41% | 5.97 | 3 |
| 08.10 → 02.12 | Long | 100.0% |
| +19.31% |
| 5.70 |
| 3 |
| 08.10 → 04.12 | Long | 100.0% | +19.23% | 5.51 | 3 |
| 09.10 → 03.12 | Long | 100.0% | +19.23% | 5.60 | 3 |
| 09.10 → 01.12 | Long | 100.0% | +19.22% | 5.79 | 3 |
| 09.10 → 02.12 | Long | 100.0% | +19.11% | 5.54 | 3 |
| 09.10 → 04.12 | Long | 100.0% | +19.04% | 5.35 | 3 |