United States
Over 2022 to 2025 (4 years of data), BLKUSUSD has tended to move long between 17.09 and 14.11, closing higher in 100.0% of those years for an average +9.56% move and an annualized Sharpe of 3.00.
Best window
17.09 - 14.11
Direction
Long
Win rate
100.0%
Avg return
+9.56%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 14.11 | Long | 100.0% | +9.56% | 3.00 | 4 |
| 16.09 → 14.11 | Long | 100.0% | +9.43% | 3.20 | 4 |
| 18.09 → 14.11 | Long | 100.0% |
| +9.14% |
| 2.78 |
| 4 |
| 21.09 → 14.11 | Long | 100.0% | +9.08% | 3.16 | 4 |
| 17.09 → 15.11 | Long | 100.0% | +9.07% | 3.11 | 4 |
| 16.09 → 15.11 | Long | 100.0% | +8.94% | 3.39 | 4 |
| 19.09 → 14.11 | Long | 100.0% | +8.79% | 2.61 | 4 |
| 17.09 → 16.11 | Long | 100.0% | +8.77% | 3.49 | 4 |