United States
Over 2017 to 2026 (10 years of data), BIIBUSUSD has tended to move short between 11.10 and 21.10, closing higher in 88.9% of those years for an average +2.14% move and an annualized Sharpe of 3.18.
Best window
11.10 - 21.10
Direction
Short
Win rate
88.9%
Avg return
+2.14%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 21.10 | Short | 88.9% | +2.14% | 3.18 | 9 |
| 12.10 → 21.10 | Short | 77.8% | +2.04% | 3.54 | 9 |
| 06.10 → 09.11 | Short | 77.8% |
| +1.31% |
| 0.33 |
| 9 |
| 06.10 → 10.11 | Short | 77.8% | +1.29% | 0.31 | 9 |
| 06.10 → 02.11 | Short | 77.8% | +0.91% | 0.27 | 9 |
| 07.10 → 02.11 | Short | 77.8% | +0.85% | 0.26 | 9 |
| 06.10 → 25.10 | Short | 77.8% | +0.78% | 0.30 | 9 |
| 06.10 → 29.10 | Short | 77.8% | +0.77% | 0.23 | 9 |