United States
Over 2022 to 2026 (5 years of data), BRKRUSUSD has tended to move long between 10.10 and 14.10, closing higher in 100.0% of those years for an average +2.31% move and an annualized Sharpe of 13.67.
Best window
10.10 - 14.10
Direction
Long
Win rate
100.0%
Avg return
+2.31%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 14.10 | Long | 100.0% | +2.31% | 13.67 | 4 |
| 10.10 → 13.10 | Long | 100.0% | +2.23% | 13.65 | 4 |
| 09.10 → 25.11 | Long | 75.0% |
| +18.32% |
| 2.60 |
| 4 |
| 08.10 → 25.11 | Long | 75.0% | +18.17% | 2.53 | 4 |
| 09.10 → 04.12 | Long | 75.0% | +17.55% | 2.56 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +17.39% | 2.49 | 4 |
| 09.10 → 07.12 | Long | 75.0% | +17.36% | 3.07 | 4 |
| 09.10 → 08.12 | Long | 75.0% | +17.30% | 2.99 | 4 |