United States
Over 2017 to 2026 (10 years of data), BRKBUSUSD has tended to move long between 05.10 and 02.12, closing higher in 100.0% of those years for an average +5.18% move and an annualized Sharpe of 3.27.
Best window
05.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+5.18%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 100.0% | +5.18% | 3.27 | 9 |
| 06.10 → 02.12 | Long | 100.0% | +5.02% | 3.21 | 9 |
| 05.10 → 01.12 | Long | 100.0% |
| +4.89% |
| 3.07 |
| 9 |
| 05.10 → 03.12 | Long | 100.0% | +4.58% | 3.09 | 9 |
| 06.10 → 03.12 | Long | 100.0% | +4.41% | 3.00 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +5.71% | 2.88 | 9 |
| 11.10 → 01.12 | Long | 88.9% | +5.43% | 2.66 | 9 |
| 11.10 → 29.11 | Long | 88.9% | +5.38% | 2.90 | 9 |