United States
Over 2022 to 2026 (5 years of data), BMRNUSUSD has tended to move short between 07.10 and 06.11, closing higher in 100.0% of those years for an average +7.91% move and an annualized Sharpe of 8.72.
Best window
07.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+7.91%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 06.11 | Short | 100.0% | +7.91% | 8.72 | 4 |
| 06.10 → 06.11 | Short | 100.0% | +7.79% | 8.22 | 4 |
| 07.10 → 05.11 | Short | 100.0% |
| +7.60% |
| 8.14 |
| 4 |
| 06.10 → 05.11 | Short | 100.0% | +7.48% | 7.62 | 4 |
| 07.10 → 04.11 | Short | 100.0% | +7.27% | 8.42 | 4 |
| 06.10 → 04.11 | Short | 100.0% | +7.14% | 7.76 | 4 |
| 10.10 → 06.11 | Short | 100.0% | +7.08% | 7.91 | 4 |
| 09.10 → 06.11 | Short | 100.0% | +6.95% | 7.47 | 4 |