United States
Over 2022 to 2026 (5 years of data), BKRUSUSD has tended to move long between 11.10 and 15.11, closing higher in 100.0% of those years for an average +15.54% move and an annualized Sharpe of 3.25.
Best window
11.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+15.54%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.11 | Long | 100.0% | +15.54% | 3.25 | 4 |
| 11.10 → 14.11 | Long | 100.0% | +15.42% | 3.63 | 4 |
| 11.10 → 06.11 | Long | 100.0% |
| +14.95% |
| 3.74 |
| 4 |
| 05.10 → 11.11 | Long | 100.0% | +14.36% | 3.41 | 4 |
| 05.10 → 10.11 | Long | 100.0% | +13.68% | 3.44 | 4 |
| 06.10 → 11.11 | Long | 100.0% | +13.38% | 3.40 | 4 |
| 05.10 → 14.11 | Long | 100.0% | +12.95% | 3.31 | 4 |
| 05.10 → 08.11 | Long | 100.0% | +12.94% | 3.13 | 4 |