United States
Over 2017 to 2026 (10 years of data), BKUSUSD has tended to move long between 12.10 and 02.12, closing higher in 100.0% of those years for an average +8.14% move and an annualized Sharpe of 3.64.
Best window
12.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+8.14%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 100.0% | +8.14% | 3.64 | 9 |
| 11.10 → 02.12 | Long | 100.0% | +7.62% | 3.51 | 9 |
| 11.10 → 29.11 | Long | 100.0% |
| +7.07% |
| 3.75 |
| 9 |
| 07.10 → 02.12 | Long | 88.9% | +8.63% | 3.21 | 9 |
| 08.10 → 02.12 | Long | 88.9% | +8.55% | 3.16 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +8.40% | 3.28 | 9 |
| 07.10 → 30.11 | Long | 88.9% | +8.26% | 3.14 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +8.26% | 2.77 | 9 |