United States
Over 2022 to 2025 (4 years of data), BRKRUSUSD has tended to move long between 21.09 and 04.10, closing higher in 100.0% of those years for an average +6.61% move and an annualized Sharpe of 7.12.
Best window
21.09 - 04.10
Direction
Long
Win rate
100.0%
Avg return
+6.61%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 04.10 | Long | 100.0% | +6.61% | 7.12 | 4 |
| 21.09 → 02.10 | Long | 100.0% | +4.31% | 8.25 | 4 |
| 21.09 → 01.10 | Long | 100.0% |
| +4.03% |
| 7.26 |
| 4 |
| 20.09 → 25.09 | Short | 100.0% | +3.49% | 11.98 | 4 |
| 21.09 → 14.11 | Long | 75.0% | +11.76% | 1.39 | 4 |
| 21.09 → 20.11 | Long | 75.0% | +11.52% | 1.27 | 4 |
| 21.09 → 15.11 | Long | 75.0% | +10.62% | 1.16 | 4 |
| 21.09 → 16.11 | Long | 75.0% | +9.54% | 1.00 | 4 |