United States
Over 2017 to 2026 (10 years of data), BMYUSUSD has tended to move short between 06.10 and 27.10, closing higher in 77.8% of those years for an average +3.58% move and an annualized Sharpe of 1.83.
Best window
06.10 - 27.10
Direction
Short
Win rate
77.8%
Avg return
+3.58%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 27.10 | Short | 77.8% | +3.58% | 1.83 | 9 |
| 06.10 → 28.10 | Short | 77.8% | +3.20% | 1.54 | 9 |
| 08.10 → 27.10 | Short | 77.8% |
| +3.19% |
| 1.62 |
| 9 |
| 10.10 → 27.10 | Short | 77.8% | +3.15% | 1.67 | 9 |
| 05.10 → 28.10 | Short | 77.8% | +3.14% | 1.49 | 9 |
| 06.10 → 29.10 | Short | 77.8% | +2.88% | 1.31 | 9 |
| 07.10 → 28.10 | Short | 77.8% | +2.85% | 1.38 | 9 |
| 05.10 → 29.10 | Short | 77.8% | +2.81% | 1.27 | 9 |