United States
Over 2022 to 2026 (5 years of data), BIOUSUSD has tended to move short between 07.10 and 30.10, closing higher in 100.0% of those years for an average +11.96% move and an annualized Sharpe of 4.53.
Best window
07.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+11.96%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 30.10 | Short | 100.0% | +11.96% | 4.53 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +11.89% | 4.20 | 4 |
| 05.10 → 30.10 | Short | 100.0% |
| +11.27% |
| 4.11 |
| 4 |
| 07.10 → 17.11 | Short | 100.0% | +8.86% | 5.22 | 4 |
| 06.10 → 17.11 | Short | 100.0% | +8.82% | 4.65 | 4 |
| 05.10 → 17.11 | Short | 100.0% | +8.13% | 4.64 | 4 |
| 07.10 → 18.11 | Short | 100.0% | +7.97% | 4.78 | 4 |
| 07.10 → 19.11 | Short | 100.0% | +7.71% | 4.66 | 4 |