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 |
| 05.10 → 20.10 | Short | 77.8% | +2.27% | 2.71 | 9 |
| 05.10 → 19.10 | Short | 77.8% |
| +1.71% |
| 2.08 |
| 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 |
| 05.10 → 09.11 | Short | 77.8% | +1.17% | 0.29 | 9 |
| 05.10 → 10.11 | Short | 77.8% | +1.15% | 0.28 | 9 |
| 06.10 → 02.11 | Short | 77.8% | +0.91% | 0.27 | 9 |