United States
Over 2017 to 2025 (9 years of data), BKUSUSD has tended to move long between 17.09 and 15.11, closing higher in 88.9% of those years for an average +5.77% move and an annualized Sharpe of 2.19.
Best window
17.09 - 15.11
Direction
Long
Win rate
88.9%
Avg return
+5.77%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 15.11 | Long | 88.9% | +5.77% | 2.19 | 9 |
| 17.09 → 16.11 | Long | 88.9% | +5.75% | 2.27 | 9 |
| 17.09 → 14.11 | Long | 88.9% |
| +5.68% |
| 2.12 |
| 9 |
| 18.09 → 14.11 | Long | 88.9% | +5.52% | 1.94 | 9 |
| 16.09 → 15.11 | Long | 88.9% | +5.40% | 2.00 | 9 |
| 19.09 → 14.11 | Long | 88.9% | +5.39% | 1.78 | 9 |
| 15.09 → 14.11 | Long | 88.9% | +5.32% | 1.92 | 9 |
| 15.09 → 11.11 | Long | 88.9% | +5.15% | 1.84 | 9 |