United States
Over 2017 to 2026 (10 years of data), BRKBUSUSD has tended to move long between 12.10 and 29.11, closing higher in 100.0% of those years for an average +5.33% move and an annualized Sharpe of 3.08.
Best window
12.10 - 29.11
Direction
Long
Win rate
100.0%
Avg return
+5.33%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 29.11 | Long | 100.0% | +5.33% | 3.08 | 9 |
| 12.10 → 28.11 | Long | 100.0% | +5.28% | 3.17 | 9 |
| 12.10 → 04.12 | Long | 100.0% |
| +5.17% |
| 2.86 |
| 8 |
| 12.10 → 05.12 | Long | 100.0% | +5.10% | 2.84 | 8 |
| 06.10 → 02.12 | Long | 100.0% | +5.02% | 3.21 | 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 |
| 12.10 → 02.12 | Long | 88.9% | +5.66% | 3.04 | 9 |