United States ETFs
Over 2022 to 2026 (5 years of data), BITOUSUSD has tended to move short between 05.10 and 10.10, closing higher in 100.0% of those years for an average +4.42% move and an annualized Sharpe of 28.09.
Best window
05.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+4.42%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 10.10 | Short | 100.0% | +4.42% | 28.09 | 3 |
| 07.10 → 10.10 | Short | 100.0% | +4.40% | 16.68 | 3 |
| 06.10 → 10.10 | Short | 100.0% |
| +3.61% |
| 13.92 |
| 3 |
| 05.10 → 09.10 | Short | 100.0% | +2.20% | 23.61 | 3 |
| 11.10 → 06.12 | Long | 75.0% | +21.41% | 1.56 | 4 |
| 10.10 → 06.12 | Long | 75.0% | +20.51% | 1.45 | 4 |
| 11.10 → 08.12 | Long | 75.0% | +20.45% | 1.50 | 4 |
| 11.10 → 05.12 | Long | 75.0% | +20.05% | 1.48 | 4 |