United States
Over 2022 to 2026 (5 years of data), BLKUSUSD has tended to move short between 07.10 and 12.10, closing higher in 100.0% of those years for an average +2.86% move and an annualized Sharpe of 10.89.
Best window
07.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+2.86%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 12.10 | Short | 100.0% | +2.86% | 10.89 | 3 |
| 08.10 → 12.10 | Short | 100.0% | +2.06% | 11.39 | 3 |
| 09.10 → 12.10 | Short | 100.0% |
| +2.02% |
| 12.72 |
| 3 |
| 06.10 → 20.10 | Short | 100.0% | +1.37% | 6.03 | 3 |
| 05.10 → 20.10 | Short | 100.0% | +1.34% | 6.35 | 3 |
| 06.10 → 13.10 | Short | 100.0% | +1.29% | 11.07 | 3 |
| 05.10 → 13.10 | Short | 100.0% | +1.25% | 8.79 | 3 |
| 06.10 → 19.10 | Short | 100.0% | +0.62% | 4.19 | 3 |