United States
Over 2022 to 2026 (5 years of data), BPOPUSUSD has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +4.31% move and an annualized Sharpe of 29.59.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+4.31%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +4.31% | 29.59 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +4.29% | 57.64 | 4 |
| 11.10 → 18.10 | Long | 100.0% |
| +3.88% |
| 11.96 |
| 4 |
| 11.10 → 19.10 | Long | 100.0% | +2.17% | 9.39 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +6.55% | 1.66 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +6.40% | 1.43 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +5.99% | 1.33 | 4 |
| 11.10 → 30.11 | Long | 75.0% | +5.94% | 1.92 | 4 |