United States
Over 2017 to 2026 (10 years of data), BIDUUSUSD has tended to move short between 10.10 and 02.11, closing higher in 88.9% of those years for an average +7.83% move and an annualized Sharpe of 2.57.
Best window
10.10 - 02.11
Direction
Short
Win rate
88.9%
Avg return
+7.83%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.11 | Short | 88.9% | +7.83% | 2.57 | 9 |
| 12.10 → 31.10 | Short | 87.5% | +7.89% | 3.21 | 8 |
| 07.10 → 20.11 | Short | 77.8% |
| +9.37% |
| 2.22 |
| 9 |
| 07.10 → 21.11 | Short | 77.8% | +9.14% | 2.05 | 9 |
| 07.10 → 19.11 | Short | 77.8% | +8.26% | 1.97 | 9 |
| 09.10 → 20.11 | Short | 77.8% | +8.17% | 2.09 | 9 |
| 08.10 → 20.11 | Short | 77.8% | +8.06% | 1.98 | 9 |
| 10.10 → 20.11 | Short | 77.8% | +8.06% | 2.18 | 9 |