United States
Over 2018 to 2026 (9 years of data), BPUSUSD has tended to move short between 08.10 and 03.11, closing higher in 75.0% of those years for an average +2.13% move and an annualized Sharpe of 1.44.
Best window
08.10 - 03.11
Direction
Short
Win rate
75.0%
Avg return
+2.13%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.11 | Short | 75.0% | +2.13% | 1.44 | 8 |
| 08.10 → 02.11 | Short | 75.0% | +2.06% | 1.43 | 8 |
| 09.10 → 16.10 | Short | 75.0% |
| +1.54% |
| 2.98 |
| 8 |
| 10.10 → 16.10 | Short | 75.0% | +1.48% | 3.70 | 8 |
| 10.10 → 29.10 | Short | 62.5% | +2.56% | 1.70 | 8 |
| 09.10 → 03.11 | Short | 62.5% | +2.48% | 1.64 | 8 |
| 09.10 → 02.11 | Short | 62.5% | +2.42% | 1.67 | 8 |
| 10.10 → 03.11 | Short | 62.5% | +2.39% | 1.59 | 8 |